Pages that link to "Item:Q2469670"

The following pages link to Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670):

Displaying 15 items.

• First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
• Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
• Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
• Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
• Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
• Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
• Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)