Pages that link to "Item:Q756317"

The following pages link to Second order optimality of stationary bootstrap (Q756317):

Displaying 16 items.

• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
• On the moving block bootstrap under long range dependence (Q1324579) (← links)
• On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
• A modified bootstrap for branching processes with immigration (Q1890700) (← links)
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
• On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
• On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
• On the relative performance of the block bootstrap for dependent data (Q4226835) (← links)
• Regeneration-based bootstrap for Markov chains (Q4272582) (← links)
• Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
• Recent developments in bootstrapping time series (Q4493472) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Bootstrapping time series models (Q4883731) (← links)