Spectral Domain Bootstrap Tests for Stationary Time Series

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Beiträge zur Statistik > Beiträge ; 61

Event: Veröffentlichung

(where): Heidelberg

(who): Universitätsbibliothek Heidelberg

(when): 1999

Creator: Dahlhaus, Rainer
Hainz, G.

DOI: 10.11588/heidok.00020761

URN: urn:nbn:de:bsz:16-heidok-207616

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:28 AM CEST

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Associated

Dahlhaus, Rainer
Hainz, G.
Universitätsbibliothek Heidelberg

Time of origin

1999

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Arbeitspapier

Sieve bootstrap for strongly dependent stationary processes

A frequency domain bootstrap for ration statistics in time series analysis

Comparing spectral densities of stationary time series with unequal sample sizes

Parameter estimation and hypothesis testing in spectral analysis of stationary time series

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Bootstrap procedures for time series

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Bootstrap methods for time series

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Journal article | Zeitschriftenartikel

Local inference for locally stationary time series based on the empirical spectral measure

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Spectral Domain Bootstrap Tests for Stationary Time Series

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Other Objects (12)

PREDICTION INTERVALS FOR STATIONARY TIME SERIES USING THE SIEVE BOOTSTRAP METHOD

Quantile spectral analysis for locally stationary time series

Spectral-density-driven bootstrap and time series modeling on dynamic networks

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A frequency domain bootstrap for ration statistics in time series analysis

Comparing spectral densities of stationary time series with unequal sample sizes

Parameter estimation and hypothesis testing in spectral analysis of stationary time series

Bootstrap procedures for time series

Bootstrap methods for time series

Bootstrap Methods For Time Series

Local inference for locally stationary time series based on the empirical spectral measure

Local inference for locally stationary time series based on the empirical spectral measure

PREDICTION INTERVALS FOR STATIONARY TIME SERIES USING THE SIEVE BOOTSTRAP METHOD

Quantile spectral analysis for locally stationary time series

Spectral-density-driven bootstrap and time series modeling on dynamic networks

Sieve bootstrap for strongly dependent stationary processes

A frequency domain bootstrap for ration statistics in time series analysis

Comparing spectral densities of stationary time series with unequal sample sizes

Parameter estimation and hypothesis testing in spectral analysis of stationary time series

Bootstrap procedures for time series

Bootstrap methods for time series

Bootstrap Methods For Time Series

Local inference for locally stationary time series based on the empirical spectral measure

Local inference for locally stationary time series based on the empirical spectral measure

PREDICTION INTERVALS FOR STATIONARY TIME SERIES USING THE SIEVE BOOTSTRAP METHOD

Quantile spectral analysis for locally stationary time series

Spectral-density-driven bootstrap and time series modeling on dynamic networks

Sieve bootstrap for strongly dependent stationary processes

A frequency domain bootstrap for ration statistics in time series analysis

Comparing spectral densities of stationary time series with unequal sample sizes

Parameter estimation and hypothesis testing in spectral analysis of stationary time series

Bootstrap procedures for time series

Bootstrap methods for time series

Bootstrap Methods For Time Series

Local inference for locally stationary time series based on the empirical spectral measure

Local inference for locally stationary time series based on the empirical spectral measure

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