Browsing by Subject "Ratio statistics"

Now showing items 1-4 of 4

    • 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  

      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  

      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 ...