Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
DOI10.1007/BF02011888zbMATH Open0923.62101OpenAlexW2012890913MaRDI QIDQ1286660FDOQ1286660
Publication date: 31 October 1999
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02011888
Recommendations
- Bootstrap maximum likelihood for quasi-stationary distributions
- The bootstrap for empirical processes based on stationary observations
- The bootstrapped maximum likelihood estimator with an application
- A frequency domain bootstrap for general multivariate stationary processes
- Extending the validity of frequency domain bootstrap methods to general stationary processes
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process
- Approximation for bootstrapped empirical processes
Asymptotic properties of parametric estimators (62F12) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
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- Weighted least squares estimators on the frequency domain for the parameters of a time series
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- Asymptotic properties of minimization estimators for time series parameters
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