Pages that link to "Item:Q5965021"
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The following pages link to The impact of bootstrap methods on time series analysis (Q5965021):
Displaying 50 items.
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
- Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form (Q466529) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Sufficient bootstrapping (Q901539) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function (Q3006277) (← links)
- Bootstrap approaches for estimation and confidence intervals of long memory processes (Q3012673) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- Evaluation of Linear Trend Tests Using Resampling Techniques (Q3625316) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed (Q4976488) (← links)
- (Q4986371) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
- Nonparametric confidence intervals for location in time series data (Q5085933) (← links)
- THE MATHEMATICAL STRUCTURE OF THE GENETIC CODE: A TOOL FOR INQUIRING ON THE ORIGIN OF LIFE (Q5148449) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Approximations to the<i>p</i>-values of tests for a change-point under non-standard conditions (Q5222416) (← links)
