Browsing by Author "Krampe, Jonas"
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Article
Estimated Wold representation and spectral-density-driven bootstrap for time series
Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios (2018)The second-order dependence structure of purely non-deterministic stationary processes is described by the coefficients of the famous Wold representation. These coefficients can be obtained by factorizing the spectral ...