The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348): Difference between revisions
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Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multiple hybrid bootstrap -- resampling multivariate linear processes |
scientific article |
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The multiple hybrid bootstrap -- resampling multivariate linear processes (English)
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10 November 2010
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frequency domain bootstrap
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multivariate bootstrap
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multivariate linear time series
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kernel estimators
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discrete Fourier transform
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Cholesky decomposition
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spectral density matrix
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autocovariance matrix
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sample mean
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