Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series

DOI10.1111/jtsa.12163zbMath1381.62249OpenAlexW2128381468MaRDI QIDQ2802914

Łukasz Lenart

Publication date: 3 May 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12163

zbMATH Keywords

spectral density matrixconsistency of resampling schememultivariate almost periodically correlated time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Spectral Density Estimation for Nonstationary Data With Nonzero Mean Function ⋮ Generalized subsampling procedure for non-stationary time series ⋮ Convolved subsampling estimation with applications to block bootstrap ⋮ Block bootstrap for periodic characteristics of periodically correlated time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
• Bibliography on cyclostationarity
• Cyclostationarity: half a century of research
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• An approach to modeling seasonally stationary time series
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Resampling methods for dependent data
• The jackknife and the bootstrap for general stationary observations
• The bootstrap of the mean for strong mixing sequences under minimal conditions
• Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
• The implications of periodically varying coefficients for seasonal time- series processes
• Circular block bootstrap for coefficients of autocovariance function of almost 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
• On the rosenthal inequality for mixing fields
• A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES
• Generalizations of Cyclostationary Signal Processing
• Subsampling in testing autocovariance for periodically correlated time series
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
• Moment bounds for non-stationary dependent sequences
• THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
• Periodically Correlated Random Sequences

This page was built for publication: Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series