Pages that link to "Item:Q5472977"
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The following pages link to Bootstrap Methods for Markov Processes (Q5472977):
Displayed 11 items.
- Regenerative block-bootstrap for Markov chains (Q850767) (← links)
- Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
- Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
- Nearest neighbor conditional estimation for Harris recurrent Markov chains (Q1036785) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- TESTING FOR THE MARKOV PROPERTY IN TIME SERIES (Q3224040) (← links)
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes (Q3608196) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)