Pages that link to "Item:Q4324817"
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The following pages link to BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817):
Displayed 27 items.
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- Bias-Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using Subsampling (Q3100795) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- A bias-reduced approach to density estimation using Bernstein polynomials (Q3569214) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Adaptive bandwidth choice (Q4470129) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY (Q4817434) (← links)
- Strong consistency with rates of spectral estimation of continuous-time processes: from periodic and poisson sampling schemes (Q4831080) (← links)
- Nonparametric regression with infinite order flat-top kernels (Q4831092) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY (Q5389962) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)