Pages that link to "Item:Q3103202"

The following pages link to Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202):

Displaying 40 items.

• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301354) (← links)
• Fixed-smoothing asymptotics for time series (Q366976) (← links)
• Limiting spectral distribution of sample autocovariance matrices (Q396002) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Covariance matrix estimation for stationary time series (Q450046) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Linear process bootstrap unit root test (Q1726769) (← links)
• Exploring the sources of uncertainty: why does bagging for time series forecasting work? (Q1754348) (← links)
• Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Comparison of nonlinear curves and surfaces (Q2189608) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
• Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886) (← links)
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
• Model-free model-fitting and predictive distributions (Q2392912) (← links)
• Design-free estimation of variance matrices (Q2451793) (← links)
• Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
• Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
• Estimating wold matrices and vector moving average processes (Q4997695) (← links)
• Predictive Inference for Locally Stationary Time Series With an Application to Climate Data (Q4999170) (← links)
• (Q5004044) (← links)
• Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
• Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971053) (← links)
• Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q5971055) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
• Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)