Browsing by Subject "Periodogram"

Now showing items 1-13 of 13

    • Article  

      Autoregressive-aided periodogram bootstrap for time series 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2003)
      A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to ...
    • Article  

      Biological applications of time series frequency domain clustering 

      Fokianos, Konstantinos; Promponas, Vasilis J. (2012)
      Clustering methods are used routinely to form groups of objects with similar characteristics. Collections of time series datasets appear in several biological applications. Some of these applications require grouping the ...
    • Article  

      Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities 

      Dette, H.; Paparoditis Efstathios, E. (2009)
      We propose a general bootstrap procedure to approximate the null distribution of non-parametric frequency domain tests about the spectral density matrix of a multivariate time series. Under a set of easy-to-verify conditions, ...
    • Article  

      Bootstrapping locally stationary processes 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2015)
      We propose a non-parametric method to bootstrap locally stationary processes which combines a time domain wild bootstrap approach with a non-parametric frequency domain approach. The method generates pseudotime series which ...
    • Article  

      Clustering of biological time series by cepstral coefficients based distances 

      Savvides, A.; Promponas, Vasilis J.; Fokianos, Konstantinos (2008)
      Clustering of stationary time series has become an important tool in many scientific applications, like medicine, finance, etc. Time series clustering methods are based on the calculation of suitable similarity measures ...
    • 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  

      Large sample theory for statistics of stable moving averages 

      McElroy, T.; Politis, Dimitris Nicolas (2004)
      We study the limit behavior of the partial sums, sample variance, and periodogram of the stable moving average process x(t)= ∫ ψ(t + x)double struck M sign (dx) explored in Resnick, S., Samorodnitsky, G., and Xue, F. (1999). ...
    • Article  

      The local bootstrap for periodogram statistics 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (1999)
      A bootstrap procedure for the periodogram of a weakly dependent stationary sequence is proposed. The method works by locally resampling the periodogram ordinates and does not require estimation of the spectral density and ...
    • Article  

      The local bootstrap for periodogram statisticsAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (1999)
      A bootstrap procedure for the periodogram of a weakly dependent stationary sequence is proposed. The method works by locally resampling the periodogram ordinates and does not require estimation of the spectral density and ...
    • 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  

      Spectral density based goodness-of-fit tests for time series models 

      Paparoditis Efstathios, E. (2000)
      A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral density and the expected ...
    • Article  

      Spectral density ratio based clustering methods for the binary segmentation of protein sequences: A comparative study 

      Ioannou, Androulla; Fokianos, Konstantinos; Promponas, Vasilis J. (2010)
      We compare several spectral domain based clustering methods for partitioning protein sequence data. The main instrument for this exercise is the spectral density ratio model, which specifies that the logarithmic ratio of ...
    • Article  

      TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain 

      Kirch, C.; Politis, Dimitris Nicolas (2011)
      A new time series bootstrap scheme, the time frequency toggle (TFT)- bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a ...