Pages that link to "Item:Q4648552"
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The following pages link to The Hybrid Wild Bootstrap for Time Series (Q4648552):
Displaying 10 items.
- Rejoinder: ``Bootstrap methods for dependent data: a review'' (Q743761) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A frequency domain bootstrap for general multivariate stationary processes (Q6160981) (← links)
- Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
- Statistical analysis of irregularly spaced spatial data in frequency domain (Q6604025) (← links)
- A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
