Show simple item record

Bootstrap confidence bands for spectra and cross-spectra

dc.contributor.authorPolitis, Dimitris Nicolasen
dc.contributor.authorRomano, Joseph P.en
dc.contributor.authorLai, Tze-Leungen
dc.contributor.editorAnonen
dc.creatorPolitis, Dimitris Nicolasen
dc.creatorRomano, Joseph P.en
dc.creatorLai, Tze-Leungen
dc.date.accessioned2019-12-02T10:37:57Z
dc.date.available2019-12-02T10:37:57Z
dc.date.issued1989
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/57542
dc.description.abstractSummary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when it cannot be assumed that the time series is Gaussian. Monte Carlo simulations have been carried out in order to compare the bootstrap confidence bands with the asymptotic ones.en
dc.publisherPubl by IEEEen
dc.sourceSixth Multidimensional Signal Processing Workshopen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0024933468&partnerID=40&md5=8d5750744c117e3e8af330370ae7e935
dc.subjectSpectrum Analysisen
dc.subjectKernelen
dc.subjectBootstrap Confidence Bandsen
dc.subjectBootstrap Confidence Intervalsen
dc.subjectCross-Spectraen
dc.subjectLag-Window Spectral Estimatorsen
dc.subjectMathematical Statistics--Monte Carlo Methodsen
dc.subjectSummary Form Onlyen
dc.titleBootstrap confidence bands for spectra and cross-spectraen
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.description.startingpage88
dc.description.endingpage90
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeConference Objecten
dc.description.notes<p>Conference code: 13602</p>en


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record