Pages that link to "Item:Q1067335"

The following pages link to Asymptotic normality of spectral estimates (Q1067335):

Displaying 22 items.

• The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
• On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
• A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Periodogram analysis with missing observations (Q854433) (← links)
• Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
• A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
• Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815) (← links)
• Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392) (← links)
• REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571) (← links)
• An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation (Q4267413) (← links)
• On estimating linear functional of the covariance function of a stationary process (Q4371842) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (Q4864581) (← links)
• Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)