Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Whittle estimators"

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    • 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  

      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 ...