Pages that link to "Item:Q4551774"

The following pages link to The tapered block bootstrap for general statistics from stationary sequences (Q4551774):

Displaying 18 items.

• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
• Hybrid bootstrap aided unit root testing (Q2512760) (← links)
• Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
• Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
• Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
• Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← links)
• A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
• Moving Block Bootstrap for Analyzing Longitudinal Data (Q5259117) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)