Browsing by Author "Lai, Tze-Leung"
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Conference Object
Bootstrap confidence bands for spectra and cross-spectra
Politis, Dimitris Nicolas; Romano, Joseph P.; Lai, Tze-Leung (Publ by IEEE, 1989)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 ...