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):
Displayed 14 items.
- Recursive estimation of time-average variance constants (Q835069) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← 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)
- 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)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← 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)