Pages that link to "Item:Q1866238"

The following pages link to The local bootstrap for Markov processes (Q1866238):

Displaying 31 items.

• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301354) (← links)
• Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
• Nonparametric link prediction in large scale dynamic networks (Q470494) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Renewal type bootstrap for Markov chains (Q882927) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
• Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• Bootstraps for time series (Q1872593) (← links)
• On a nonparametric resampling scheme for Markov random fields (Q1952237) (← links)
• Resampling with neural networks for stochastic parameterization in multiscale systems (Q2077663) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
• Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
• TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
• TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
• Bootstrap maximum likelihood for quasi-stationary distributions (Q4613965) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← links)
• MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION (Q5854327) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)