scientific article; zbMATH DE number 1944039

MaRDI QIDQ4410087zbMATH OpenFDO

Authors Efstathios Paparoditis

Publication date 1 July 2003

zbMATH Keywords

spectral density estimators

Mathematics Subject Classification ID

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

Recommendations

• Autoregressive-aided periodogram bootstrap for time series
• Extending the validity of frequency domain bootstrap methods to general stationary processes
• A frequency domain bootstrap for ratio statistics in time series analysis
• The Local Bootstrap for Periodogram Statistics
• Bootstrap Methods for Time Series

Cited in

(25)

• A frequency domain bootstrap for ratio statistics in time series analysis
• Autoregressive-aided periodogram bootstrap for time series
• Frequency domain bootstrap for the fractional cointegration regression
• Frequency domain bootstrap methods for random fields
• Frequency domain bootstrap for ratio statistics under long-range dependence
• Extending the validity of frequency domain bootstrap methods to general stationary processes
• Consistency of the frequency domain bootstrap for differentiable functionals
• Saddlepoint approximations for short and long memory time series: a frequency domain approach
• Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
• Statistical inference of spectral estimation for continuous-time MA processes with finite second moments
• Hybrid bootstrap aided unit root testing
• Bootstrap specification tests for linear covariance stationary processes
• scientific article; zbMATH DE number 1234103 (Why is no real title available?)
• Properties of a fourier bootstrap method for time series
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• Bootstrap Methods for Time Series
• Computer intensive testing for the influence between time series
• The impact of bootstrap methods on time series analysis
• The multiple hybrid bootstrap -- resampling multivariate linear processes
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• Bootstrapping non-stationary and irregular time series using singular spectral analysis
• Skip sampling: subsampling in the frequency domain
• Regenerative bootstrap for -null recurrent Markov chains
• Bootstrap methods for dependent data: a review
• Bootstrapping spectra: methods, comparisons and application to knock data

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4410087)