Pages that link to "Item:Q2352737"
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The following pages link to Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737):
Displaying 12 items.
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series (Q6626672) (← links)
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data (Q6631682) (← links)
