Pages that link to "Item:Q1910902"

The following pages link to Moving-average representation of autoregressive approximations (Q1910902):

Displaying 16 items.

• Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
• Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
• Model and variable selection procedures for semiparametric time series regression (Q609678) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• On sieve bootstrap prediction intervals. (Q1423099) (← links)
• Bootstrap point optimal unit root tests (Q1695567) (← links)
• Variable screening for high dimensional time series (Q1746535) (← links)
• Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• Sieve bootstrap prediction intervals (Q3297935) (← links)
• Representation theorems in finite prediction, with applications (Q6117935) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• Sieve bootstrap inference for linear time-varying coefficient models (Q6190946) (← links)