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Stepwise multiple testing as formalized data snooping
Romano, Joseph P., (2003)
Refining the bootstrap method of stochastic dominance analysis : the case of the January effect
Larsen, Glen A., (1996)
Testing for a Markov-switching mean in serially correlated data
Morley, James C., (2014)
Subsampling for heteroskedastic time series
Politis, Dimitris N., (1997)
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P., (2001)
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P., (2002)