Pages that link to "Item:Q4324817"
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The following pages link to BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817):
Displayed 50 items.
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Block length selection in the bootstrap for time series (Q1606503) (← links)
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Iterated Bernstein operators for distribution function and density estimation: balancing between the number of iterations and the polynomial degree (Q1623808) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Optimal rates of convergence for estimating Toeplitz covariance matrices (Q1955842) (← links)
- A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension (Q2032194) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches (Q2062798) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Testing equality of a large number of densities under mixing conditions (Q2177717) (← links)
- Reduced bias nonparametric lifetime density and hazard estimation (Q2220798) (← links)
- A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- A note on Studentized confidence intervals for the change-point (Q2430243) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Asymptotic theory of cepstral random fields (Q2448723) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- Bias-Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using Subsampling (Q3100795) (← links)
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap (Q3103202) (← links)
- A bias-reduced approach to density estimation using Bernstein polynomials (Q3569214) (← links)
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION (Q4324817) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Adaptive bandwidth choice (Q4470129) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)