Pages that link to "Item:Q4451551"

The following pages link to Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551):

Displaying 40 items.

• Bootstrapping INAR models (Q61791) (← links)
• Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
• Complete subset regressions (Q134090) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Unit root testing via the stationary bootstrap (Q275254) (← links)
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Modeling dependence dynamics through copulas with regime switching (Q414597) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
• Estimating the long rate and its volatility (Q500503) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties (Q604340) (← links)
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
• A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
• Self-sustainment of coherent structures in counter-rotating Taylor–Couette flow (Q5049203) (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) (← links)
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
• Estimating Information Rates with Confidence Intervals in Neural Spike Trains (Q5457581) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
• Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form (Q6086165) (← links)
• Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
• Loss function-based change point detection in risk measures (Q6113344) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
• A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Optimal performance of a tontine overlay subject to withdrawal constraints (Q6494324) (← links)