Pages that link to "Item:Q1916229"

The following pages link to The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229):

Displaying 23 items.

• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Some conditional results for conditionally strong mixing sequences of random variables (Q365815) (← links)
• Another look at the disjoint blocks bootstrap (Q619092) (← links)
• Renewal type bootstrap for Markov chains (Q882927) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
• On the subsample bootstrap variance estimation (Q1305251) (← links)
• The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
• Block length selection in the bootstrap for time series (Q1606503) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
• A two-sample test for the equality of univariate marginal distributions for high-dimensional data (Q2008229) (← links)
• Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
• Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
• Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence (Q2931572) (← links)
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
• EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA (Q3081464) (← links)
• Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
• BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
• Large-sample inference in the general AR(1) model (Q5936984) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)