scientific article; zbMATH DE number 946666

From MaRDI portal
Publication:4715597

zbMath0860.62037MaRDI QIDQ4715597

Bing-Yi Jing, Hall, Peter

Publication date: 18 November 1996


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (22)

Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing casesAsymptotic expansions for sums of block-variables under weak dependenceBootstrap Methods for Time SeriesRank-based change-point analysis for long-range dependent time seriesGap bootstrap methods for massive data sets with an application to transportation engineeringThe threshold bootstrap and threshold jackknifeBlock sampling under strong dependenceComparison of pivotals for confidence bounds and intervals for the mean of a stationary time seriesConsistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequencesA non-parametric model for fuzzy forecasting time series dataDetection of patterns in noisy time seriesComments on: Subsampling weakly dependent time series and application to extremesOn optimal spatial subsample size for variance estimationA nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methodsBootstrap Type-1 Fuzzy Functions Approach for Time Series ForecastingOn composite marginal likelihoodsUnsupervised Self-Normalized Change-Point Testing for Time SeriesAssessing Isotropy for Spatial Point ProcessesBias-Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using SubsamplingEfficiency and robustness in subsampling for dependent dataA direct test for the mean variance efficiency of a portfolio.On optimal block resampling for Gaussian-subordinated long-range dependent processes




This page was built for publication: