The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The multiple hybrid bootstrap -- resampling multivariate linear processes |
scientific article; zbMATH DE number 5814744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The multiple hybrid bootstrap -- resampling multivariate linear processes |
scientific article; zbMATH DE number 5814744 |
Statements
The multiple hybrid bootstrap -- resampling multivariate linear processes (English)
0 references
10 November 2010
0 references
frequency domain bootstrap
0 references
multivariate bootstrap
0 references
multivariate linear time series
0 references
kernel estimators
0 references
discrete Fourier transform
0 references
Cholesky decomposition
0 references
spectral density matrix
0 references
autocovariance matrix
0 references
sample mean
0 references
0 references
0 references
0 references
0.8590214252471924
0 references
0.8349434733390808
0 references
0.8325600028038025
0 references
0.831973671913147
0 references
0.8265726566314697
0 references
