| dc.contributor.author | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse | de |
| dc.contributor.author | Kreiß, Jens-Peter | en |
| dc.contributor.author | Paparoditis Efstathios, E. | en |
| dc.creator | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse | de |
| dc.creator | Kreiß, Jens-Peter | en |
| dc.creator | Paparoditis Efstathios, E. | en |
| dc.date.accessioned | 2019-12-02T10:36:33Z | |
| dc.date.available | 2019-12-02T10:36:33Z | |
| dc.date.issued | 2001 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57181 | |
| dc.description.abstract | 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 generate periodogram ordinates and imitate the essential features of the data and the weak dependence structure of the periodogram while a nonparametric (kernel based) correction is applied in order to catch features not represented by the parametric fit. The asymptotic theory developed shows validity of the proposed bootstrap procedure for a large class of periodogram statistics. For important classes of stochastie processes, validity of the new procedure is established also for periodogram statistics not captured by existing frequency domain bootstrap methods based on independent periodogram replicates. -- Bootstrap | en |
| dc.description.abstract | periodogram | en |
| dc.description.abstract | nonparametric estimators | en |
| dc.description.abstract | ratio statisties, speetral means | en |
| dc.source | Discussion papers of interdisciplinary research project 373 | en |
| dc.source.uri | http://hdl.handle.net/10419/62745 | |
| dc.source.uri | http://nbn-resolving.de/urn:nbn:de:kobv:11-10050164 | |
| dc.source.uri | http://edoc.hu-berlin.de/series/sfb-373-papers/2001-60/PDF/60.pdf | |
| dc.title | Autoregressive aided periodogram bootstrap for time series | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.description.volume | 2001,6 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | 10419/62745 | |
| dc.description.notes | Elektronische Ressource Jens-Peter Kreiss | de |
| dc.description.notes | Systemvoraussetzungen: Acrobat reader | de |
| dc.description.notes | <p>ID: 910 | en |
| dc.description.notes | urn:nbn:de:kobv:11-10050164 | en |
| dc.description.notes | Efstathios Paparoditis | en |
| dc.description.notes | Online-Ressource (PDF-Datei: 29 S., 273,98 KB | en |
| dc.description.notes | (DE-601)378606077 2001,60$9200106000</p> | en |
| dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
| dc.gnosis.orcid | 0000-0003-1958-781X | |
