Pages that link to "Item:Q1611560"

The following pages link to Bootstrap of kernel smoothing in nonlinear time series (Q1611560):

Displaying 30 items.

• An adaptive empirical likelihood test for parametric time series regression models (Q289191) (← links)
• Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
• Regenerative block-bootstrap for Markov chains (Q850767) (← links)
• Bootstrap inference in local polynomial regression of time series (Q1001747) (← links)
• Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
• Regression-type inference in nonparametric autoregression (Q1807123) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
• Time series clustering based on nonparametric multidimensional forecast densities (Q1951146) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Long-range dependent time series specification (Q2435219) (← links)
• Non-linear time series clustering based on non-parametric forecast densities (Q2445740) (← links)
• Bootstrapping the nonparametric ARCH regression model (Q2452874) (← links)
• On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• On geometric ergodicity of CHARME models (Q5391310) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap (Q6574635) (← links)
• Bootstrap prediction inference of nonlinear autoregressive models (Q6604029) (← links)