Pages that link to "Item:Q743759"
From MaRDI portal
The following pages link to Bootstrap methods for dependent data: a review (Q743759):
Displayed 30 items.
- Bootstrapping INAR models (Q61791) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- On nonparametric variogram estimation (Q457315) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- Bootstrapping and permuting paired \(t\)-test type statistics (Q892471) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Guaranteed conditional ARL performance in the presence of autocorrelation (Q1796969) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction'' (Q2340878) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Bootstrap in semi-functional partial linear regression under dependence (Q2414880) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- A Review and Some New Proposals for Bandwidth Selection in Nonparametric Density Estimation for Dependent Data (Q4609018) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Assessing the impact of the economic crises in 1997 and 2008 on suicides in Hong Kong, Taiwan and South Korea using a strata-bootstrap algorithm (Q5037048) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Estimating the Pareto parameters under progressive censoring data for constant-partially accelerated life tests (Q5220763) (← links)
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes (Q5865424) (← links)
- Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery (Q6104110) (← links)
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments (Q6185577) (← links)