Pages that link to "Item:Q4468398"
From MaRDI portal
The following pages link to Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series (Q4468398):
Displaying 9 items.
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Properties of the neural network sieve bootstrap (Q3106424) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Estimation of General Stationary Processes by Variable Length Markov Chains (Q4455952) (← links)
- Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data (Q5130370) (← links)
- Wavelet-Based Bootstrap for Time Series Analysis (Q5460715) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
