The Local Bootstrap for Periodogram Statistics

DOI10.1111/1467-9892.00133MaRDI QIDQ4956028zbMATH OpenOpenAlexFDO

Authors Efstathios Paparoditis, Dimitris Politis

Publication date 24 May 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00133

zbMATH Keywords

bootstrapkernel estimatesnonlinear time seriesperiodogramratio statistics

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Autoregressive-aided periodogram bootstrap for time series
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• Bootstrapping locally stationary processes
• scientific article; zbMATH DE number 638111
• On bootstrapping kernel spectral estimates

Cited in

(32)

• Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
• On bootstrapping kernel spectral estimates
• Autoregressive-aided periodogram bootstrap for time series
• A bootstrap approximation for the distribution of the local Whittle estimator
• Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
• Bootstraps for time series
• Frequency domain bootstrap methods for random fields
• Extending the validity of frequency domain bootstrap methods to general stationary processes
• Consistency of the frequency domain bootstrap for differentiable functionals
• Rejoinder on: Model-free model-fitting and predictive distributions
• Asymptotic spectral theory for nonlinear time series
• Hybrid bootstrap aided unit root testing
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function
• Bootstrap approaches for estimation and confidence intervals of long memory processes
• Bootstrap-based bandwidth choice for log-periodogram regression
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• scientific article; zbMATH DE number 1106558 (Why is no real title available?)
• scientific article; zbMATH DE number 1944039 (Why is no real title available?)
• Moving Fourier analysis for locally stationary processes with the bootstrap in view
• The Hybrid Wild Bootstrap for Time Series
• On properties of percentile bootstrap confidence intervals for period using periodogram
• Estimated Wold representation and spectral-density-driven bootstrap for time series
• Bootstrapping locally stationary processes
• The multiple hybrid bootstrap -- resampling multivariate linear processes
• Asymptotic spectral theory for spatial data
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
• Assessing estimation uncertainty under model misspecification
• Frequency domain local bootstrap in short and long memory time series
• Bootstrap methods for dependent data: a review
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression
• Bootstrapping spectra: methods, comparisons and application to knock data

This page was built for publication: The Local Bootstrap for Periodogram Statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4956028)