Pages that link to "Item:Q1606503"
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The following pages link to Block length selection in the bootstrap for time series (Q1606503):
Displaying 46 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- A multivariate version of Hoeffding's phi-square (Q604371) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- A test for a difference between spectral peak frequencies. (Q1285482) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Dependent functional data (Q1952694) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- Comparison of stationary time series using distribution-free methods (Q3297970) (← links)
- Missing Values Resampling for Time Series (Q3298727) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (Q3580639) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series (Q4638679) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration (Q4675841) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
- On the estimation of non linear functions in stochastic volatility models (Q5079046) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Optimal choice of bootstrap block length for periodically correlated time series (Q6565334) (← links)
- Neural network for the statistical process control of HVAC systems in passenger rail vehicles (Q6614842) (← links)
- Testing Nowcast Monotonicity with Estimated Factors (Q6626289) (← links)
