Browsing by Author "Meyer, Marco"
Now showing items 1-2 of 2
-
Article
A Frequency Domain Bootstrap for General Stationary Processes
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter (2018)Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodograms) which includes many important statistics ...
-
Article
On the Vector Autoregressive Sieve Bootstrap
Meyer, Marco; Kreiss, Jens‐Peter; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2014)