Pages that link to "Item:Q3552861"
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The following pages link to Subsampling in testing autocovariance for periodically correlated time series (Q3552861):
Displaying 14 items.
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- Subsampling for nonstationary time series with non-zero mean function (Q1687223) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series (Q2342929) (← links)
- Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series (Q2802914) (← links)
- Resampling Methods for Time Series Level Crossings (Q2873926) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Block Bootstrap for Poisson‐Sampled Almost Periodic Processes (Q5251503) (← links)
- Spectral density estimation for a class of spectrally correlated processes (Q6636845) (← links)
