Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q162697 |
||
| Property / author | |||
| Property / author: Dette, Holger / rank | |||
Revision as of 22:19, 9 February 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
