The following pages link to PearsonT (Q25418):
Displaying 8 items.
- 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)
- 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)
- Identifying intraclass correlations necessitating hierarchical modeling (Q5139022) (← links)
