Confidence intervals for spectral mean and ratio statistics

DOI10.1093/biomet/asn067zbMath1162.62087OpenAlexW2136741503MaRDI QIDQ3613156

Xiao-Feng Shao

Publication date: 11 March 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e64b403191f1b0e6c40cad101f925d74c734a884

zbMATH Keywords

functional central limit theoremspectral densityautocorrelationcumulantspectral distribution functionratio statistic

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Extending the validity of frequency domain bootstrap methods to general stationary processes ⋮ A tuning parameter free test for properties of space-time covariance functions ⋮ A simple test of changes in mean in the possible presence of long-range dependence ⋮ Parametric Inference in Stationary Time Series Models with Dependent Errors

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