The following pages link to Bootstrap Methods for Time Series (Q4832060):
Displaying 41 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Inductive process modeling (Q1009252) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Modelling dependent data for longevity projections (Q2447425) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Bandwidth selection for the local polynomial estimator under dependence: a simulation study (Q2488423) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- HOUSING DYNAMICS OVER THE BUSINESS CYCLE (Q2956889) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Functional convolution models (Q4970994) (← links)
- Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- Data-driven simulation of complex multidimensional time series (Q5176914) (← links)
- A Bayesian estimation of lag lengths in distributed lag models (Q5219242) (← links)
- Bootstrap order selection for SETAR models (Q5220715) (← links)
- Resampling Procedures for Making Inference Under Nested Case–Control Studies (Q5406378) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- Combining Forecasts via Simulations (Q5418875) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder (Q6068834) (← links)
