The following pages link to Carsten Jentsch (Q287521):
Displaying 6 items.
- Bootstrapping INAR models (Q61791) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Semiparametric estimation of INAR models using roughness penalization (Q6164156) (← links)
