Skip sampling: subsampling in the frequency domain

DOI10.1093/BIOMET/ASAE039MaRDI QIDQ7010969zbMATH OpenFDO

Authors Tucker S. McElroy, Dimitris Politis

Publication date 19 March 2025

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/BIOMET/ASAE039

zbMATH Keywords

discrete Fourier transformspectral densitytime series

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A frequency domain bootstrap for ratio statistics in time series analysis
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
• A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain
• Asymptotic normality of spectral estimates
• Asymptotic theory of statistical inference for time series
• Autoregressive-aided periodogram bootstrap for time series
• Bootstrap methods: another look at the jackknife
• Consistency of the frequency domain bootstrap for differentiable functionals
• Extending the validity of frequency domain bootstrap methods to general stationary processes
• FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS
• scientific article; zbMATH DE number 1944039 (Why is no real title available?)
• Inference for the fourth-order innovation cumulant in linear time series
• Large sample confidence regions based on subsamples under minimal assumptions
• Model Identification Via Total Frobenius Norm of Multivariate Spectra
• On bootstrapping kernel spectral estimates
• Resampling methods for dependent data
• Subsampling
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• Time Series

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