ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Stationary bootstrap"
Mostrando ítems 1-3 de 3
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Computationally Efficient Bootstrap Expressions for Bandwidth Selection in Nonparametric Curve Estimation
(M D P I AG, 2018-09-17)[Abstract] Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric ... -
The Bootstrap for Testing the Equality of Two Multivariate Stochastic Processes with an Application to Financial Markets
(MDPI, 2022)[Abstract] The problem of testing the equality of generating processes of two multivariate time series is addressed in this work. To this end, we construct two tests based on a distance measure between stochastic processes. ... -
The bootstrap for testing the equality of two multivariate time series with an application to financial markets
(Elsevier, 2022)[Abstract]: The problem of testing the equality of the generating processes of two multivariate time series is addressed in this work. To this aim, we construct four tests based on a distance measure between stochastic ...