Keywords: بلوک بوت استرپ; C15; C22; C58; High-frequency data; Market microstructure noise; Non-synchronous data; Jumps; Realized measures; Integrated covariance; Wild bootstrap; Block bootstrap;
مقالات ISI بلوک بوت استرپ (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: بلوک بوت استرپ; Wind power generation; short-term fluctuation; time-series statistical behavior; synthetic profile; block bootstrap;
Keywords: بلوک بوت استرپ; Artificial neural network; Block bootstrap; Forecast accuracy; Forecast precision; Streamflow forecast; Wavelet neural network;
Keywords: بلوک بوت استرپ; Block bootstrap; Functional autoregressive models; Functional linear models; Functional time series; Goodness-of-fit; Model diagnostic checking; Periodogram; Spectra-based test; White noise testing;
Keywords: بلوک بوت استرپ; G11; G12; Performance measurement; Conditioning information; Hybrid funds; Bond indices; Block bootstrap;
Keywords: بلوک بوت استرپ; Air pollution; Oil and natural gas; Directional analysis; Statistical methods; Nonparametric regression; Block bootstrap;
Keywords: بلوک بوت استرپ; Block bootstrap; Functional data; Group mean testing; Hierarchical modeling; Significance tests; Spatially correlated curves;
Keywords: بلوک بوت استرپ; Block bootstrap; Bootstrap percentile confidence regions; Particulate matter; Threshold exceedance probability;
Testing for prospect and Markowitz stochastic dominance efficiency
Keywords: بلوک بوت استرپ; C12; C13; C15; C44; D81; G11; Non parametric test; Prospect stochastic dominance efficiency; Markowitz stochastic dominance efficiency; Simplicial complex; Extremal point; Linear programming; Mixed integer programming; Block bootstrap; Consistency;
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
Keywords: بلوک بوت استرپ; 62G09; 60F17; 62M10; 60F05Absolute regularity; Near epoch dependence; Hilbert space; Block bootstrap; Functional time series
Polarization properties of Mo/Si multilayers in the EUV range
Keywords: بلوک بوت استرپ; EUV-radiation; Polarization properties; Mo/Si multilayer; Phase retardance; Reflectance; Block bootstrap;
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Keywords: بلوک بوت استرپ; 62G30; 62G09; 60G10Quantiles; Strong mixing; Block bootstrap
A framework for nonparametric profile monitoring
Keywords: بلوک بوت استرپ; Nonparametric profile monitoring; B-spline; Block bootstrap; Confidence band; Curve depth
Nonparametric profile monitoring in multi-dimensional data spaces
Keywords: بلوک بوت استرپ; Nonparametric profile monitoring; Support Vector Regression; Block bootstrap; Confidence region
Are stock returns still mean-reverting?
Keywords: بلوک بوت استرپ; G11; G12Mean reversion; Stock returns; Block bootstrap
Empirical likelihood block bootstrapping
Keywords: بلوک بوت استرپ; C14; C22; Generalized methods of moments; Empirical likelihood; Block bootstrap;
Fixed-income fund performance: Role of luck and ability in tail membership
Keywords: بلوک بوت استرپ; G11; G12Performance measurement; Conditioning; Bond funds; Block bootstrap
Cross-sectional dependence robust block bootstrap panel unit root tests
Keywords: بلوک بوت استرپ; C15; C23; Block bootstrap; Panel unit root test; Cross-sectional dependence;
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Keywords: بلوک بوت استرپ; C22; C51; Block bootstrap; Diffusion processes; Jumps; Nonparametric simulated quasi maximum likelihood; Parameter estimation error; Recursive estimation; Stochastic volatility;
Bootstrapping I(1) data
Keywords: بلوک بوت استرپ; C22; Asymptotic theory; Block bootstrap; Bootstrap; Brownian motion; Continuous path bootstrap; Embedding; Unit root;
K-sample subsampling in general spaces: The case of independent time series
Keywords: بلوک بوت استرپ; 62G09; 62G10Banach space; Block bootstrap; Confidence regions; Hypothesis testing; Large-sample theory; Time series; Two-sample problems
Central limit theorem and the bootstrap for UU-statistics of strongly mixing data
Keywords: بلوک بوت استرپ; primary, 62G09, 60F05; secondary, 62G20, 60G10UU-statistic; Central limit theorem; Block bootstrap; Strong mixing; Absolute regularity
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
Keywords: بلوک بوت استرپ; Block bootstrap; Variance ratio; Random walk; Exchange rates; Emerging markets
Using labeled data to evaluate change detectors in a multivariate streaming environment
Keywords: بلوک بوت استرپ; Block bootstrap; Change point detection; Time series analysis
Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
Keywords: بلوک بوت استرپ; Block bootstrap; Edgeworth expansion; Higher order refinements; Quasi Maximum Likelihood; GARCH;
On measuring synchronization of bulls and bears: The case of East Asia
Keywords: بلوک بوت استرپ; C19; E32; F36; Cycle synchronization; Emerging stock markets; Structural change; Block bootstrap;
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Keywords: بلوک بوت استرپ; C12; C15; Hausman test; Serial correlation; Block bootstrap; Exogeneity;
Hybrid matched-block bootstrap for stochastic simulation of multiseason streamflows
Keywords: بلوک بوت استرپ; Streamflow modeling; Nonparametric; Block bootstrap; Hybrid model
Bootstrapping GMM estimators for time series
Keywords: بلوک بوت استرپ; C12; C22; C32; Asymptotic refinements; Block bootstrap; Dependent data; Edgeworth expansions; Instrumental variables;
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Keywords: بلوک بوت استرپ; C12; C22; Block bootstrap; Conditional distributions; Conditional Kolmogorov tests; Dynamic misspecification; Parameter estimation error;
Predictive density and conditional confidence interval accuracy tests
Keywords: بلوک بوت استرپ; C22; C51; Block bootstrap; Rolling and recursive estimation scheme; Parameter estimation error; Predictive density;
Bootstrap specification tests for diffusion processes
Keywords: بلوک بوت استرپ; C12; C22; Block bootstrap; Diffusion process; Multifactor model; Parameter estimation error; Specification test; Stochastic volatility;