The following pages link to The Dependent Wild Bootstrap (Q5254950):
Displaying 41 items.
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Smoothed bootstrap methods for bivariate data (Q6172245) (← links)
- Nonparametric modeling for the time-varying persistence of inflation (Q6172342) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)
