Frequency Domain Bootstrap for Time Series

Efstathios Paparoditis ()
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Efstathios Paparoditis: University of Cyprus, Department of Mathematics and Statistics

A chapter in Empirical Process Techniques for Dependent Data, 2002, pp 365-381 from Springer

Abstract: Abstract The paper discusses frequency domain bootstrap methods for time series including some recent developments. Attention is focused on nonparametric resampling methods of the periodogram and their application to statistical inference in the frequency domain.

Keywords: Spectral Density; Time Series Analysis; Bootstrap Procedure; Ratio Statistic; Empirical Process (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0099-4_14

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DOI: 10.1007/978-1-4612-0099-4_14

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