The following pages link to The Stationary Bootstrap (Q4323559):
Displayed 50 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- A new statistic and practical guidelines for nonparametric Granger causality testing (Q959641) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Redundancies in the Earth's climatological time series (Q998085) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
- Simultaneous selection of variables and smoothing parameters in structured additive regression models (Q1023927) (← links)
- Non-asymptotic tests of model performance (Q1031841) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series (Q1298462) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Consistent model specification tests for time series econometric models (Q1302761) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- The pseudo-true score encompassing test for non-nested hypotheses. (Q1858917) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Recurrence plots revisited (Q1963307) (← links)
- Testing time reversibility without moment restrictions (Q1971793) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
- Blockwise bootstrap testing for stationarity (Q2489865) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- Spreads versus professional forecasters as predictors of future output change (Q3065536) (← links)
- VARIANCE ESTIMATION FOR QUADRATIC STATISTICS (Q3141189) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Bootstrap procedures in a spatial-temporal model (Q3589978) (← links)
- Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system (Q3598349) (← links)
- Computational Examples of a New Method for Distribution Selection in the Pearson System (Q3604109) (← links)
- Statistical Arbitrage with Genetic Programming (Q3627044) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Resampling the autocovariance estimator in stationary gaussian processes (Q4269926) (← links)