Pages that link to "Item:Q2326067"
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The following pages link to Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067):
Displayed 3 items.
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process (Q5081024) (← links)
