A computational bootstrap procedure to compare two dependent time series

DOI10.1080/00949655.2019.1639704OpenAlexW2958340654WikidataQ127590590 ScholiaQ127590590MaRDI QIDQ5107496

Lei Jin, Li Cai, Suojin Wang

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1639704

zbMATH Keywords

spectral densityautocorrelationorder selection testblocks of blocks

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Robust tests for time series comparison based on Laplace periodograms

Uses Software

• bootlib

Cites Work

• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
• Multivariate versions of Bartlett's formula
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• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• Testing equality of stationary autocovariances
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Automatic Block-Length Selection for the Dependent Bootstrap
• Testing lack of fit in multiple regression
• Parametric Spectral Discrimination
• Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods
• Nonparametric Comparison of Cumulative Periodograms
• Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths
• On Fan's adaptive Neyman tests for comparing two spectral densities
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