Pages that link to "Item:Q3377444"
From MaRDI portal
The following pages link to VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444):
Displaying 13 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Block sampling under strong dependence (Q2444643) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500) (← links)
- Mean tests for high-dimensional time series (Q6671912) (← links)
