Autoregressive-aided periodogram bootstrap for time series

DOI10.1214/aos/1074290332zbMath1042.62081OpenAlexW2077411779MaRDI QIDQ1430916

Efstathios Paparoditis, Jens-Peter Kreiss

Publication date: 27 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1074290332

zbMATH Keywords

ratio statisticsspectral means

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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