Browsing by Subject "Ratio statistics"
Now showing items 1-4 of 4
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Article
Autoregressive-aided periodogram bootstrap for time series
(2003)A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to ...
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Article
The local bootstrap for periodogram statistics
(1999)A bootstrap procedure for the periodogram of a weakly dependent stationary sequence is proposed. The method works by locally resampling the periodogram ordinates and does not require estimation of the spectral density and ...
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Article
The local bootstrap for periodogram statisticsAAA
(1999)A bootstrap procedure for the periodogram of a weakly dependent stationary sequence is proposed. The method works by locally resampling the periodogram ordinates and does not require estimation of the spectral density and ...
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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 ...