Πλοήγηση ανά Συγγραφέα "Weissbach, Rafael"
-
Book
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
Weissbach, Rafael; Paparoditis Efstathios, E. (Univ., SFB 475, 2008)We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequency domain tests about the spectral density matrix of a multivariate time series. Under a set of easy to verify conditions, ...