Bootstrapping spectra: methods, comparisons and application to knock data

DOI10.1016/J.SIGPRO.2009.11.030MaRDI QIDQ985462zbMATH OpenOpenAlexFDO

Authors Abdelhak M. Zoubir

Publication date 6 August 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.11.030

zbMATH Keywords

bootstrapconfidence intervalspectral densityperiodogramautoregressive processknock

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• scientific article; zbMATH DE number 1944039 (Why is no real title available?)
• An optimal autoregressive spectral estimate
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• Autoregressive-aided periodogram bootstrap for time series
• Block length selection in the bootstrap for time series
• Bootstrap Techniques for Signal Processing
• Bootstrap confidence bands for spectra and cross-spectra
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• On bootstrapping kernel spectral estimates
• Subsampling
• Tapered block bootstrap
• The Local Bootstrap for Periodogram Statistics
• The jackknife and bootstrap
• The jackknife and the bootstrap for general stationary observations

Cited in

(2)

• On bootstrapping kernel spectral estimates
• Bootstrap confidence bands for spectra and cross-spectra

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