Pages that link to "Item:Q1042948"

The following pages link to Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948):

Displaying 4 items.

• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Feature matching in time series modeling (Q635410) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)