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PDF) Stationary Bootstrap: A Refined Error Estimation for Equilibrium Time Series
PDF) Stationary Bootstrap: A Refined Error Estimation for Equilibrium Time Series

Bootstrap Simulation with Portfolio Optimizer: Usage for Financial Planning | Portfolio Optimizer
Bootstrap Simulation with Portfolio Optimizer: Usage for Financial Planning | Portfolio Optimizer

GitHub - open-source-modelling/stationary_bootstrap_callibration_python: Automatic calibration of the stationary bootstrap algorithm.
GitHub - open-source-modelling/stationary_bootstrap_callibration_python: Automatic calibration of the stationary bootstrap algorithm.

A bootstrap method for estimating uncertainty of water quality trends - ScienceDirect
A bootstrap method for estimating uncertainty of water quality trends - ScienceDirect

The Stationary Bootstrap: Journal of the American Statistical Association: Vol 89, No 428
The Stationary Bootstrap: Journal of the American Statistical Association: Vol 89, No 428

Bootstrap Simulation with Portfolio Optimizer: Usage for Financial Planning | Portfolio Optimizer
Bootstrap Simulation with Portfolio Optimizer: Usage for Financial Planning | Portfolio Optimizer

The stationary block bootstrap in SAS - The DO Loop
The stationary block bootstrap in SAS - The DO Loop

Stationary Bootstrap - File Exchange - MATLAB Central
Stationary Bootstrap - File Exchange - MATLAB Central

Mathematics | Free Full-Text | Bootstrapping Not Independent and Not Identically Distributed Data
Mathematics | Free Full-Text | Bootstrapping Not Independent and Not Identically Distributed Data

PDF] A note on the stationary bootstrap's variance | Semantic Scholar
PDF] A note on the stationary bootstrap's variance | Semantic Scholar

Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science
Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science

README
README

The stationary block bootstrap in SAS - The DO Loop
The stationary block bootstrap in SAS - The DO Loop

The moving block bootstrap for time series - The DO Loop
The moving block bootstrap for time series - The DO Loop

Renewing Felsenstein's phylogenetic bootstrap in the era of big data | Nature
Renewing Felsenstein's phylogenetic bootstrap in the era of big data | Nature

Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science
Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science

Bootstrapping on Time Series Data — “Moving Block Bootstrap” | by Moto DEI | Medium
Bootstrapping on Time Series Data — “Moving Block Bootstrap” | by Moto DEI | Medium

Bootstrapping time series data | Quantdare
Bootstrapping time series data | Quantdare

Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science
Time Series Bootstrap in the age of Deep Learning | by Marco Cerliani | Towards Data Science

On the Application of Bootstrap Method to Stationary Time Series Process
On the Application of Bootstrap Method to Stationary Time Series Process

Bootstrap model averaging in time series studies of particulate matter air pollution and mortality | Journal of Exposure Science & Environmental Epidemiology
Bootstrap model averaging in time series studies of particulate matter air pollution and mortality | Journal of Exposure Science & Environmental Epidemiology

Block Bootstrap for Time Series - Wolfram Demonstrations Project
Block Bootstrap for Time Series - Wolfram Demonstrations Project

Risks | Free Full-Text | A Bayesian Approach to Measurement of Backtest Overfitting
Risks | Free Full-Text | A Bayesian Approach to Measurement of Backtest Overfitting

Stationary bootstrap for n=300, p=0.1 (a) and moving block bootstrap... | Download Scientific Diagram
Stationary bootstrap for n=300, p=0.1 (a) and moving block bootstrap... | Download Scientific Diagram

Bootstrap Examples - arch 6.2.0
Bootstrap Examples - arch 6.2.0

Stationary bootstrap for n=400, p=0.1 (a) and moving block bootstrap... | Download Scientific Diagram
Stationary bootstrap for n=400, p=0.1 (a) and moving block bootstrap... | Download Scientific Diagram

Second Order Correctness of the Blockwise Bootstrap for Stationary Observations | Semantic Scholar
Second Order Correctness of the Blockwise Bootstrap for Stationary Observations | Semantic Scholar