Pages that link to "Item:Q2933193"
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The following pages link to A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193):
Displaying 10 items.
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← 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)
- Bootstrapping periodically autoregressive models (Q4578059) (← links)
- Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)
