Pages that link to "Item:Q4696582"

The following pages link to BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582):

Displaying 43 items.

• A parametric bootstrap test for cycles (Q265115) (← links)
• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
• Bootstrapping general first order autoregression (Q1129468) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
• Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
• Bootstraps for time series (Q1872593) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
• Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221) (← links)
• On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
• Bootstrapping forecast intervals in ARCH models (Q1969428) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
• Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence (Q2884905) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• Bootstrap-based ARMA order selection (Q3087814) (← links)
• Bootstrap test of goodness of fit to a linear model when errors are correlated (Q3125794) (← links)
• (Q3143802) (← links)
• Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
• Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729) (← links)
• Testing for dependence in the input to a linear time series model (Q4345896) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed (Q4976488) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process (Q5265617) (← links)
• Nonparametric estimation of a time-varying GARCH model (Q5299865) (← links)
• (Q5687704) (← links)
• Forecasting time series with sieve bootstrap (Q5956231) (← links)