Pages that link to "Item:Q3473118"
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The following pages link to Resampling estimation when observations are m–dependent (Q3473118):
Displaying 4 items.
- Bootstrapping the sample means for stationary mixing sequences (Q1313135) (← links)
- A statistical framework for testing chaotic dynamics via Lyapunov exponents (Q1904329) (← links)
- Testing model assumptions in multivariate linear regression models (Q4485006) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
