Pages that link to "Item:Q4648552"
From MaRDI portal
The following pages link to The Hybrid Wild Bootstrap for Time Series (Q4648552):
Displaying 6 items.
- Rejoinder: ``Bootstrap methods for dependent data: a review'' (Q743761) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)