Efficiency And Robustness In Subsampling For Dependent Data (1998)

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by Michael Sherman
Venue:Journal of Statistical Planning and Inference
Citations:2 - 0 self

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12 The Impact of Bootstrap Methods on Time Series Analysis – Dimitris N. Politis - 2003
38 The bootstrap – Joel L. Horowitz - 2001
1 On Batch Means In The Simulation And Statistics Communities – Michael Sherman - 1995
6 Resampling techniques for stationary time-series: some recent developments – E. Carlstein - 1992
39 Bootstraps for Time Series – Peter Bühlmann - 1999
3 On Databased Choice Of Batch Size For Simulation Output Analysis – Michael Sherman - 1998
10 Block length selection in the bootstrap for time series – Peter Bühlmann, Hans R. Künsch - 1999
18 Automatic Block-Length Selection for the Dependent Bootstrap – Dimitris N. Politis, Halbert White - 2004
1 Moment Estimation for Statistics From Marked Point Processes – Dimitris N. Politis, Michael Sherman
6 Second Order Correctness Of The Blockwise Bootstrap For Stationary Observations – F. Götze, H.R. Künsch - 1996
5 Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem – Michael Wolf - 1997
Asymptotic expansions for sums of block-variables under weak dependence – S. N. Lahiri - 2006
Matched-Block Bootstrap for Long Memory Processes – Tim Hesterberg - 1997
RESAMPLING METHODS FOR SPATIAL REGRESSION MODELS UNDER A CLASS OF STOCHASTIC DESIGNS 1 – S. N. Lahiri, Jun Zhu - 2006
Applying the boostrap – David Brownstone, Camilla Kazimi
Bootstrap inference in multi-period prediction problems: a simulation study – Stanislav Anatolyev - 2002
Output Analysis Procedures For Computer Simulations – J. A. Joines, R. R. Barton, K. Kang, P. A. Fishwick, David Goldsman
Output Analysis For Simulations – J. A. Joines, R. R. Barton, K. Kang, P. A. Fishwick, Christos Alexopoulos - 2000
5 Advanced Methods For Simulation Output Analysis – Christos Alexopoulos, Andrew Seila - 1998