Bootstrapping spectra: methods, comparisons and application to knock data

DOI10.1016/J.SIGPRO.2009.11.030zbMATH Open1194.94165OpenAlexW2028525727MaRDI QIDQ985462FDOQ985462

Authors: Abdelhak M. Zoubir 

Publication date: 6 August 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.11.030

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• scientific article; zbMATH DE number 638111

zbMATH Keywords

bootstrapconfidence intervalspectral densityperiodogramautoregressive processknock

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Subsampling
• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• Block length selection in the bootstrap for time series
• The jackknife and bootstrap
• Tapered block bootstrap
• On bootstrapping kernel spectral estimates
• Title not available (Why is that?)
• Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
• DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
• Title not available (Why is that?)
• Autoregressive-aided periodogram bootstrap for time series
• Bootstrap confidence bands for spectra and cross-spectra
• The Local Bootstrap for Periodogram Statistics
• Bootstrap Techniques for Signal Processing
• An optimal autoregressive spectral estimate

Cited In (2)

• On bootstrapping kernel spectral estimates
• Bootstrap confidence bands for spectra and cross-spectra

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