Bootstrap confidence bands for spectra and cross-spectra

DOI10.1109/78.134482zbMath0745.62041OpenAlexW2057914605MaRDI QIDQ4008692

Joseph P. Romano, Dimitris N. Politis, Tze Leung Lai

Publication date: 27 September 1992

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.134482

zbMATH Keywords

confidence intervalssimulationsspectrabootstrap resamplingconfidence bandscomputing algorithmcross-spectrastationary weakly dependent time series

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Related Items (8)

DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY ⋮ Oracle GMM estimation for misspecified models via thresholding ⋮ Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling ⋮ Oracle M‐Estimation for Time Series Models ⋮ BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION ⋮ Bootstrap-based estimates of uncertainty in subspace identification methods ⋮ Bootstrapping spectra: methods, comparisons and application to knock data ⋮ Recent developments in bootstrapping time series

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