Browsing by Subject "Functional limit theorem"
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Article
Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes
(2015)We develop some asymptotic theory for applications of block bootstrap resampling schemes to multivariate integrated and cointegrated time series. It is proved that a multivariate, continuous-path block bootstrap scheme ...
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Article
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain
(2011)A new time series bootstrap scheme, the time frequency toggle (TFT)- bootstrap, is proposed. Its basic idea is to bootstrap the Fourier coefficients of the observed time series, and then to back-transform them to obtain a ...