Pages that link to "Item:Q651026"
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The following pages link to On the range of validity of the autoregressive sieve bootstrap (Q651026):
Displayed 27 items.
- Bootstrapping INAR models (Q61791) (← links)
- Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Baxter's inequality for triangular arrays (Q498608) (← links)
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- A bootstrap approximation for the distribution of the local Whittle estimator (Q1659154) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension (Q2352737) (← links)
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes (Q2354860) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap (Q4929188) (← links)
- Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series (Q4976485) (← links)
- A Generalised Fractional Differencing Bootstrap for Long Memory Processes (Q5226143) (← links)
- Recent Developments in Bootstrap Methods for Dependent Data (Q5251499) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
- BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP (Q5349006) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966194) (← links)