The following pages link to (Q4410087):
Displayed 13 items.
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)