Pages that link to "Item:Q354205"
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The following pages link to Properties of a block bootstrap under long-range dependence (Q354205):
Displaying 13 items.
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← 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)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
