Pages that link to "Item:Q1825562"
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The following pages link to The jackknife and the bootstrap for general stationary observations (Q1825562):
Displaying 50 items.
- Bootstrapping INAR models (Q61791) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Specification testing for regression models with dependent data (Q291110) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Stability (Q373542) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Testing for spatial isotropy under general designs (Q413348) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information (Q468738) (← links)
- Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
