Browsing by Subject "Spectral means"

Now showing items 1-3 of 3

    • 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  

      Bootstrapping the local periodogram of locally stationary processes 

      Sergides, M.; Paparoditis Efstathios, E. (2008)
      Locally stationary processes are non-stationary stochastic processes the second-order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary ...
    • 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 ...