Pages that link to "Item:Q638798"
From MaRDI portal
The following pages link to TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798):
Displayed 11 items.
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971364) (← links)