Asymptotic behavior of bootstrap spectral window estimation

DOI10.1007/BF02015133MaRDI QIDQ1367243zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
• Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process
• Asymptotics of spectral density estimates
• Asymptotic properties of spectrum estimate of stationary Gaussian processes
• On bootstrapping kernel spectral estimates

Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 3963031 (Why is no real title available?)
• scientific article; zbMATH DE number 3660183 (Why is no real title available?)
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Time series: theory and methods

This page was built for publication: Asymptotic behavior of bootstrap spectral window estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1367243)