A Practical Interval Estimation Method for Spectral Density Function
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Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 954235 (Why is no real title available?)
- scientific article; zbMATH DE number 777603 (Why is no real title available?)
- A frequency domain bootstrap for ratio statistics in time series analysis
- A frequency domain empirical likelihood for short- and long-range dependence
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain
- Adaptive bandwidth choice
- Asymptotic normality, strong mixing and spectral density estimates
- Asymptotic properties of discrete Fourier transforms for spatial data
- Asymptotic spectral theory for nonlinear time series
- Automatic Local Smoothing for Spectral Density Estimation
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
- Empirical likelihood
- Empirical likelihood confidence intervals for nonparametric density estimation
- Empirical likelihood confidence regions in time series models
- Empirical likelihood ratio confidence intervals for a single functional
- Estimating the Spectral Density at Frequencies Near Zero
- Extending the validity of frequency domain bootstrap methods to general stationary processes
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
- Local cross-validation for spectrum bandwidth choice
- On bootstrapping kernel spectral estimates
- Resampling methods for dependent data
- Self-concordance for empirical likelihood
- Spectral Inference under Complex Temporal Dynamics
- The bootstrap and Edgeworth expansion
- The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
- Time series analysis and its applications. With R examples
- Time series. Data analysis and theory.
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