Pages that link to "Item:Q1417898"

The following pages link to Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series (Q1417898):

Displaying 9 items.

• PearsonT (Q25418) (← links)
• Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
• Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
• Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence (Q434926) (← links)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
• On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points (Q2066843) (← links)
• Bootstrap ICC estimators in analysis of small clustered binary data (Q2282601) (← links)
• Scale space multiresolution correlation analysis for time series data (Q2358916) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)