A frequency domain bootstrap for ratio statistics in time series analysis (Q1354506): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Rainer Dahlhaus / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Daniel Janas / rank | |||
Normal rank | |||
Revision as of 12:57, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A frequency domain bootstrap for ratio statistics in time series analysis |
scientific article |
Statements
A frequency domain bootstrap for ratio statistics in time series analysis (English)
0 references
5 May 1997
0 references
spectral mean
0 references
Whittle estimators
0 references
bootstrap
0 references
frequency domain
0 references
Studentized periodogram ordinates
0 references
ratio statistics
0 references
autocorrelations
0 references
Edgeworth expansions
0 references
