The following pages link to The Stationary Bootstrap (Q4323559):
Displayed 50 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- Browndye: A software package for Brownian dynamics (Q548955) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- Composite likelihood-based inferences on genetic data from dependent loci (Q663122) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Redundancies in the Earth's climatological time series (Q998085) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
- Simultaneous selection of variables and smoothing parameters in structured additive regression models (Q1023927) (← links)
- Non-asymptotic tests of model performance (Q1031841) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- The pseudo-true score encompassing test for non-nested hypotheses. (Q1858917) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
- Consistency of the stationary bootstrap under weak moment conditions (Q1927395) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Bootstrap tests of multiple inequality restrictions on variance ratios (Q1929115) (← links)
- A note on the empirics of the neoclassical growth model (Q1929827) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Recurrence plots revisited (Q1963307) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)