Frequency domain bootstrap for ratio statistics under long-range dependence
DOI10.1016/J.JKSS.2019.03.001zbMATH Open1439.62109OpenAlexW2931152927WikidataQ128121597 ScholiaQ128121597MaRDI QIDQ2178174FDOQ2178174
Publication date: 7 May 2020
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2019.03.001
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long-range dependencespectral densityfrequency domain bootstrapratio statisticsnormalized periodogram ordinates
Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35)
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Cited In (5)
- A note on stationary bootstrap variance estimator under long-range dependence
- A frequency domain bootstrap for Whittle estimation under long-range dependence
- Title not available (Why is that?)
- Consistency of the frequency domain bootstrap for differentiable functionals
- Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence
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