Browsing by Author "Kreiß, Jens-Peter"

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    • Article  

      Autoregressive aided periodogram bootstrap for time series 

      Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse; Kreiß, Jens-Peter; Paparoditis Efstathios, E. (2001)
      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 ...