Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series
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Cites work
- A generalized block bootstrap for seasonal time series
- Asymptotic theory of weakly dependent stochastic processes
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- Correlation theory of almost periodically correlated processes
- Cyclostationarity: half a century of research
- Estimation of the Fourier coefficient functions and their spectral densities for -mixing almost periodically correlated processes
- Functional limit theory for the spectral covariance estimator
- Generalizations of Cyclostationary Signal Processing
- scientific article; zbMATH DE number 3716479 (Why is no real title available?)
- scientific article; zbMATH DE number 94790 (Why is no real title available?)
- scientific article; zbMATH DE number 3004995 (Why is no real title available?)
- Mixing: Properties and examples
- Moment bounds for non-stationary dependent sequences
- Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
- Nonparametric time series analysis for periodically correlated processes
- On bootstrapping periodic random arrays with increasing period
- Resampling methods for dependent data
- Subsampling for continuous-time almost periodically correlated processes
- Subsampling in testing autocovariance for periodically correlated time series
- The jackknife and the bootstrap for general stationary observations
Cited in
(12)- Generalized subsampling procedure for non-stationary time series
- Consistency of the frequency domain bootstrap for differentiable functionals
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series
- Generalized resampling scheme with application to spectral density matrix in almost periodically correlated class of time series
- Generalized seasonal tapered block bootstrap
- First and second order analysis for periodic random arrays using block bootstrap methods
- Block bootstrap for periodic characteristics of periodically correlated time series
- Block bootstrap for Poisson-sampled almost periodic processes
- Optimal choice of bootstrap block length for periodically correlated time series
- Asymptotic distribution and subsampling in spectral analysis for spectrally correlated processes
- boodd
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