Pages that link to "Item:Q1324579"
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The following pages link to On the moving block bootstrap under long range dependence (Q1324579):
Displaying 29 items.
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Moving block bootstrapping for a CUSUM test for correlation change (Q1738004) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Bootstraps for time series (Q1872593) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- On inference based on the one-sample sign statistic for long-range dependent data (Q2430249) (← links)
- Block sampling under strong dependence (Q2444643) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)
