Estimated Wold representation and spectral-density-driven bootstrap for time series (Q4962086)
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scientific article; zbMATH DE number 6967953
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| English | Estimated Wold representation and spectral-density-driven bootstrap for time series |
scientific article; zbMATH DE number 6967953 |
Statements
Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series (English)
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30 October 2018
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bootstrap
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linear processes
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moving average representation
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spectral density estimation
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spectral density factorization
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Wold representation
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non-deterministic stationary processes
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0.8177012801170349
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0.7962091565132141
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0.7943593859672546
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