Bootstrap confidence bands for spectra and cross-spectra
Ημερομηνία
1989Συγγραφέας
Politis, Dimitris NicolasRomano, Joseph P.
Lai, Tze-Leung
Εκδότης
Publ by IEEESource
Sixth Multidimensional Signal Processing WorkshopPages
88-90Google Scholar check
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Metadata
Εμφάνιση πλήρους εγγραφήςΕπιτομή
Summary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when it cannot be assumed that the time series is Gaussian. Monte Carlo simulations have been carried out in order to compare the bootstrap confidence bands with the asymptotic ones.