Pages that link to "Item:Q1807163"
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The following pages link to Theoretical comparisons of block bootstrap methods (Q1807163):
Displaying 50 items.
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Estimating inter-group interaction radius for point processes with nested spatial structures (Q452647) (← links)
- Significance tests for functional data with complex dependence structure (Q464577) (← links)
- Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Lasso-driven inference in time and space (Q820826) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- A residual-based multivariate constant correlation test (Q1669884) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Consistency of the stationary bootstrap under weak moment conditions (Q1927395) (← links)
- Drift and diffusion function specification for short-term interest rates (Q1927755) (← links)
- Gap bootstrap methods for massive data sets with an application to transportation engineering (Q1940003) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- A bootstrap-based KPSS test for functional time series (Q2008226) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Bandwidth selection in blocks empirical likelihood method for time series (Q2155994) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- Optimized Sampling Strategies for Identifying Modes in Length-frequency Distributions (Q2821053) (← links)
- Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
