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Testing for Uniformity of the Residual Life Time Based on Dynamic Kullback-Leibler Information

Ebrahimi, Nader - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 325-337

Persistent link: https://www.econbiz.de/10005395537

The SLEX Model of a Non-Stationary Random Process

Ombao, Hernando; Raz, Jonathan; Sachs, Rainer von; Guo, … - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 171-200

Persistent link: https://www.econbiz.de/10005395551

Bootstrap in moving average models

Bose, Arup - In: Annals of the Institute of Statistical Mathematics 42 (1990) 4, pp. 753-768

Persistent link: https://www.econbiz.de/10005395699

Weighted Empirical Likelihood Ratio Confidence Intervals for the Mean with Censored Data

Ren, Jian-Jian - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 498-516

Persistent link: https://www.econbiz.de/10005395701

On the asymptotic accuracy of the bootstrap under arbitrary resampling size

Arcones, Miguel - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 563-583

Persistent link: https://www.econbiz.de/10005395734

Bootstrap choice of tuning parameters

Léger, Christian; Romano, Joseph - In: Annals of the Institute of Statistical Mathematics 42 (1990) 4, pp. 709-735

Persistent link: https://www.econbiz.de/10005395836

Bootstrapping Log Likelihood and EIC, an Extension of AIC

Ishiguro, Makio; Sakamoto, Yosiyuki; Kitagawa, Genshiro - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 411-434

Persistent link: https://www.econbiz.de/10005395849

Bootstrapping continuous-time autoregressive processes

Brockwell, Peter; Kreiss, Jens-Peter; Niebuhr, Tobias - In: Annals of the Institute of Statistical Mathematics 66 (2014) 1, pp. 75-92

We develop a bootstrap procedure for Lévy-driven continuous-time autoregressive (CAR) processes observed at discrete …] has a discrete-time autoregressive representation with i.i.d. noise. Based on this representation a simple bootstrap … general dependent) noise, a more general bootstrap procedure is needed for such processes. We consider statistics depending on …

Persistent link: https://www.econbiz.de/10011000063

Resampling time series using missing values techniques

Alonso, Andrés; Peña, Daniel; Romo, Juan - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 765-796

Persistent link: https://www.econbiz.de/10005616086

Inferential distributions for non-Bayesian predictive fit

Kuboki, Hisataka - In: Annals of the Institute of Statistical Mathematics 45 (1993) 3, pp. 567-578

Persistent link: https://www.econbiz.de/10005616097