Pages that link to "Item:Q5472977"
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The following pages link to Bootstrap Methods for Markov Processes (Q5472977):
Displayed 17 items.
- A specification test of stochastic diffusion models (Q385188) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Regenerative block-bootstrap for Markov chains (Q850767) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)