Pages that link to "Item:Q2641053"
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The following pages link to Bootstrap in moving average models (Q2641053):
Displaying 20 items.
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- A radial basis function artificial neural network test for ARCH (Q1583167) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Nonlinear ARMA models with functional MA coefficients (Q3552863) (← links)
- Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729) (← links)
- Shrinkage estimation of contemporaneous outliers in concurrent time serie (Q4337284) (← links)
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
