The following pages link to Adaptive bandwidth choice (Q4470129):
Displaying 50 items.
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Adaptive bandwidth selection in the long run covariance estimator of functional time series (Q1659158) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
- Testing normality of data on a multivariate grid (Q2196122) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Reduced bias nonparametric lifetime density and hazard estimation (Q2220798) (← links)
- A note on superkernel density estimators (Q2261913) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES (Q2937715) (← 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)
- On density estimation with superkernels (Q3145387) (← links)
- A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION (Q3577699) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration (Q4675841) (← links)
- Nonparametric regression with infinite order flat-top kernels (Q4831092) (← links)
- M-Procedures for Detection of Changes for Dependent Observations (Q4905901) (← links)
- Estimating wold matrices and vector moving average processes (Q4997695) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Bias reduction by transformed flat-top Fourier series estimator of density on compact support (Q5051328) (← links)
- Higher‐Order Accurate Spectral Density Estimation of Functional Time Series (Q5111775) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- Detecting at‐Most‐m Changes in Linear Regression Models (Q5283411) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- A note on kernel density estimation at a parametric rate† (Q5297092) (← links)
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds (Q5884453) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
