dc.contributor.author | Paparoditis Efstathios, E. | en |
dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.creator | Paparoditis Efstathios, E. | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.date.accessioned | 2019-12-02T10:37:39Z | |
dc.date.available | 2019-12-02T10:37:39Z | |
dc.date.issued | 1999 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57460 | |
dc.description.abstract | 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 of frequency domain residuals obtained by means of initial smoothing. Asymptotic properties of the proposed bootstrap procedure are studied and consistency is proved for interesting classes of statistics including ratio statistics, kernel estimates of the spectral density and parameter estimates. Some practical aspects concerning the implementation of the method are also discussed. | en |
dc.source | Journal of Time Series Analysis | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0039774115&partnerID=40&md5=8ea1b9f85be7ebc881cfe367239ab658 | |
dc.subject | Bootstrap | en |
dc.subject | Periodogram | en |
dc.subject | Ratio statistics | en |
dc.subject | Whittle estimators | en |
dc.subject | Kernel estimates | en |
dc.subject | Minimum contrast estimators | en |
dc.title | The local bootstrap for periodogram statisticsAAA | en |
dc.type | info:eu-repo/semantics/article | |
dc.description.volume | 20 | |
dc.description.issue | 2 | |
dc.description.startingpage | 193 | |
dc.description.endingpage | 222 | |
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 | <p>Cited By :22</p> | en |
dc.source.abbreviation | J.Time Ser.Anal. | en |
dc.contributor.orcid | Paparoditis Efstathios, E. [0000-0003-1958-781X] | |
dc.gnosis.orcid | 0000-0003-1958-781X | |