Pages that link to "Item:Q419156"
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The following pages link to Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156):
Displayed 8 items.
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Infinite-order, long-memory heterogeneous autoregressive models (Q1623535) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- Bootstrap inference for network vector autoregression in large-scale social network (Q2132057) (← links)
- Stationary bootstrapping realized volatility (Q2637373) (← links)
- Weak convergence for stationary bootstrap empirical processes of associated sequences (Q5001895) (← links)
- Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)