TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain |
scientific article |
Statements
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (English)
0 references
14 September 2011
0 references
frequency domain bootstrap
0 references
functional limit theorem
0 references
nonlinear processes
0 references
periodogram
0 references
ratio statistics
0 references
spectral density estimation
0 references
surrogate data
0 references
change-point analysis
0 references
unit root testing
0 references
