Pages that link to "Item:Q2352737"

The following pages link to Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737):

Displayed 11 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)
• GLS estimation and confidence sets for the date of a single break in models with trends (Q6134154) ‎ (← links)