Pages that link to "Item:Q604348"
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The following pages link to The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348):
Displayed 10 items.
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← 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)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)