Pages that link to "Item:Q1208962"
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The following pages link to On the sample variance of linear statistics derived from mixing sequences (Q1208962):
Displaying 16 items.
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- On estimation of limiting variance of partial sums of functions of associated random variables (Q1680931) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Statistical Inference for Lee-Carter Mortality Model and Corresponding Forecasts (Q5241932) (← links)
- A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- Blockwise empirical entropy tests for time series regressions (Q5467601) (← links)
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds (Q5884453) (← links)
- Estimation of the asymptotic variance of kernel density estimators for continuous time processes (Q5949985) (← links)
- A robust test for monotonicity in asset returns (Q6581763) (← links)