Asymptotic behavior of bootstrap spectral window estimation

DOI10.1007/BF02015133zbMATH Open0890.62071OpenAlexW1996230452MaRDI QIDQ1367243FDOQ1367243

Authors: Dan Yu 

Publication date: 21 September 1997

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02015133

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zbMATH Keywords

bootstrapasymptotic normalityconsistencyperiodogramstationary Gaussian processspectral density estimationspectral window

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

Cites Work

• Time series: theory and methods
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• On Consistent Estimates of the Spectrum of a Stationary Time Series

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