Bootstrap confidence bands for spectra and cross-spectra
Date
1992Author
Politis, Dimitris NicolasRomano, J. P.
Lai, T. -L
ISSN
1053-587XSource
IEEE Transactions on Signal ProcessingVolume
40Issue
5Pages
1206-1215Google Scholar check
Keyword(s):
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Show full item recordAbstract
A new nonparametric method for setting confidence intervals and confidence bands for spectra and cross-spectra of stationary weakly dependent time series is presented. The proposed methodology involves using a bootstrap resampling scheme that was recently developed for use in time series problems. A computing algorithm is provided, along with guidelines on its practical application. Finally, results of simulations with artificially generated data are shown as an illustration of the method’s potential. © 1992 IEEE