Browsing by Subject "Linear process"

Now showing items 1-3 of 3

    • Article  

      The hybrid wild bootstrap for time series 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2012)
      We introduce a new and simple bootstrap procedure for general linear processes, called the hybrid wild bootstrap. The hybrid wild bootstrap generates frequency domain replicates of the periodogram that imitate asymptotically ...
    • Article  

      On comparing several spectral densities 

      Fokianos, Konstantinos; Savvides, A. (2008)
      We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...
    • Article  

      Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap 

      Jentsch, C.; Politis, Dimitris Nicolas (2013)
      We show that the linear process bootstrap (LPB) and the autoregressive sieve bootstrap (AR sieve) are, in general, not valid for statistics whose large-sample distribution depends on moments of order higher than two, ...