Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284): Difference between revisions
From MaRDI portal
Latest revision as of 18:12, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities |
scientific article |
Statements
Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (English)
0 references
16 October 2012
0 references
bootstrap
0 references
multiple time series
0 references
nonparametric kernel estimation
0 references
periodogram
0 references
spectral density matrix
0 references
0 references
0 references