Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174)
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scientific article; zbMATH DE number 7198049
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| English | Frequency domain bootstrap for ratio statistics under long-range dependence |
scientific article; zbMATH DE number 7198049 |
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Frequency domain bootstrap for ratio statistics under long-range dependence (English)
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7 May 2020
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frequency domain bootstrap
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long-range dependence
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ratio statistics
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spectral density
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normalized periodogram ordinates
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0.9450791
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0.88994235
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0.8885489
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0.8853781
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0.8831116
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