Pages that link to "Item:Q5251501"
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The following pages link to Dependent Wild Bootstrap for the Empirical Process (Q5251501):
Displaying 9 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
