Browsing 002 Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences by Subject "Whittle estimators"
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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
Spectral density based goodness-of-fit tests for time series models
(2000)A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral density and the expected ...