Recommendations
Cited in
(47)- Approximate regenerative-block bootstrap for Markov chains
- Nearest neighbor conditional estimation for Harris recurrent Markov chains
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Bootstrapping the autocorrelation coefficient of finite Markov chains
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations
- Matched-block bootstrap for dependent data
- Countable state Markov process bootstrap
- Relevant states and memory in Markov chain bootstrapping and simulation
- The local bootstrap for Markov processes
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models
- On a nonparametric resampling scheme for Markov random fields
- Nonparametric estimation of jump diffusion models
- Testing conditional independence via empirical likelihood
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach
- A tabu search heuristic procedure in Markov chain bootstrapping
- Testing a linear dynamic panel data model against nonlinear alternatives
- Approximating multivariate Markov chains for bootstrapping through contiguous partitions
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Approximating Markov chains for bootstrapping and simulation
- Testing the Markov property with high frequency data
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
- Testing for the Markov property in time series
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- scientific article; zbMATH DE number 4054820 (Why is no real title available?)
- A specification test of stochastic diffusion models
- An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form
- Bootstrap maximum likelihood for quasi-stationary distributions
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
- A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
- Kernel matching scheme for block bootstrap of time series data
- Bootstrap Methods for Time Series
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes
- Bootstrap confidence intervals for conditional density function in Markov processes
- International market links and volatility transmission
- Higher-order improvements of the parametric bootstrap for Markov processes
- Residual-based GARCH bootstrap and second order asymptotic refinement
- The impact of bootstrap methods on time series analysis
- Detecting distributional differences in labeled sequence data with application to tropical cyclone satellite imagery
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models
- Conditional parametric bootstrap in GLARMA models
- Regenerative bootstrap for -null recurrent Markov chains
- Semi-nonparametric estimation and misspecification testing of diffusion models
- Semiparametric estimation of Markov decision processes with continuous state space
- Bootstrap methods for dependent data: a review
- Bootstrap in Markov-sequences based on estimates of transition density
- Regenerative block-bootstrap for Markov chains
- Financial crashes as endogenous jumps: estimation, testing and forecasting
This page was built for publication: Bootstrap Methods for Markov Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5472977)
