Browsing by Subject "Bootstrap Confidence Bands"

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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 ...
    • Article  

      Bootstrap confidence bands for spectra and cross-spectra 

      Politis, Dimitris Nicolas; Romano, J. P.; Lai, T. -L (1992)
      A new nonparametric method for setting confidence intervals and confidence bands for spectra and cross-spectra of stationary weakly dependent time series is presented. The proposed methodology involves using a bootstrap ...