Bootstrapping spectra: methods, comparisons and application to knock data
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Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 1944039 (Why is no real title available?)
- An optimal autoregressive spectral estimate
- Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
- Autoregressive-aided periodogram bootstrap for time series
- Block length selection in the bootstrap for time series
- Bootstrap Techniques for Signal Processing
- Bootstrap confidence bands for spectra and cross-spectra
- DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- On bootstrapping kernel spectral estimates
- Subsampling
- Tapered block bootstrap
- The Local Bootstrap for Periodogram Statistics
- The jackknife and bootstrap
- The jackknife and the bootstrap for general stationary observations
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