Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284): Difference between revisions
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Revision as of 23:50, 19 March 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)
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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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