Pages that link to "Item:Q1702275"
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The following pages link to Bootstrap methods for stationary functional time series (Q1702275):
Displaying 7 items.
- Computing expectations and marginal likelihoods for permutations (Q782657) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data (Q2274958) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (Q6065670) (← links)
