Pages that link to "Item:Q651026"

The following pages link to On the range of validity of the autoregressive sieve bootstrap (Q651026):

Displaying 43 items.

• Bootstrapping INAR models (Q61791) (← links)
• Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
• Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Baxter's inequality for triangular arrays (Q498608) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Computational framework for longevity risk management (Q744257) (← links)
• Bootstrap long memory processes in the frequency domain (Q820805) (← links)
• A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
• A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
• Sieve bootstrap for functional time series (Q1990591) (← links)
• Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
• Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529) (← links)
• Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
• Testing the existence of moments for GARCH processes (Q2116322) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices (Q2140845) (← links)
• Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
• Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
• High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← 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 test for stationarity based on empirical processes (Q2435258) (← links)
• Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
• Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
• On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)
• On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
• Representation theorems in finite prediction, with applications (Q6117935) (← links)
• A testing approach to clustering scalar time series (Q6135376) (← links)
• A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
• Bootstrap rank tests for trend in time series (Q6179523) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)