Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284): Difference between revisions

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Latest revision as of 18:12, 5 July 2024

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Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities
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    Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (English)
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    16 October 2012
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    bootstrap
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    multiple time series
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    nonparametric kernel estimation
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    periodogram
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    spectral density matrix
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