Pages that link to "Item:Q4979109"
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The following pages link to Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109):
Displaying 5 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
