Browsing by Subject "Spectral density estimation"

Now showing items 1-3 of 3

    • Article  

      Tapered block bootstrap 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2001)
      We introduce and study tapered block bootstrap methodology that yields an improvement over the well-known block bootstrap for time series of Künsch (1989). The asymptotic validity and the favourable bias properties of the ...
    • Article  

      TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain 

      Kirch, C.; Politis, Dimitris Nicolas (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 ...
    • Article  

      Wavelet analysis and its statistical applications 

      Abramovich, F.; Bailey, T. C.; Sapatinas, Theofanis (2000)
      In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the ...