Pages that link to "Item:Q1339703"

The following pages link to Validity of blockwise bootstrap for empirical processes with stationary observations (Q1339703):

Displaying 30 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
• On the moving block bootstrap under long range dependence (Q1324579) (← links)
• On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
• The blockwise bootstrap for general empirical processes of stationary sequences (Q1899268) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
• Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment (Q3616272) (← links)
• Recent developments in bootstrapping time series (Q4493472) (← links)
• Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
• Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• The Dependent Random Weighting (Q5251502) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)