Pages that link to "Item:Q1430916"

The following pages link to Autoregressive-aided periodogram bootstrap for time series (Q1430916):

Displaying 23 items.

• Specification testing for regression models with dependent data (Q291110) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Frequency domain bootstrap methods for random fields (Q2074338) (← links)
• Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
• Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
• Hybrid bootstrap aided unit root testing (Q2512760) (← links)
• Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284) (← links)
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
• Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Testing for Breaks in Regression Models with Dependent Data (Q5280075) (← links)
• Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)