Pages that link to "Item:Q3608196"

The following pages link to Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196):

Displaying 28 items.

• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
• Monitoring mean and variance change-points in long-memory time series (Q2165444) (← links)
• Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Testing for boundary conditions in case of fractionally integrated processes (Q2218638) (← links)
• Bootstrap tests for fractional integration and cointegration: a comparison study (Q2227331) (← links)
• Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
• Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
• Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes (Q2852487) (← links)
• Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends (Q2852592) (← links)
• (Q2971501) (← links)
• (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
• Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
• Properties of the neural network sieve bootstrap (Q3106424) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Obtaining prediction intervals for FARIMA processes using the sieve bootstrap (Q5219458) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• Bootstrap rank tests for trend in time series (Q6179523) (← links)