Pages that link to "Item:Q90970"
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The following pages link to Sieve bootstrap for smoothing in nonstationary time series (Q90970):
Displaying 28 items.
- edecob (Q90971) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Size improvement of the KPSS test using sieve bootstraps (Q694931) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- Confidence bands in nonparametric time series regression (Q939666) (← links)
- Simultaneous nonparametric inference of time series (Q988010) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- (Q4631986) (← links)
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Bootstrap confidence intervals for a break date in linear regressions (Q5033432) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
- Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)
- RMST-based multiple contrast tests in general factorial designs (Q6618475) (← links)
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction (Q6656621) (← links)
