dc.contributor.author | Politis, Dimitris Nicolas | en |
dc.contributor.author | Romano, Joseph P. | en |
dc.contributor.author | Lai, Tze-Leung | en |
dc.contributor.editor | Anon | en |
dc.creator | Politis, Dimitris Nicolas | en |
dc.creator | Romano, Joseph P. | en |
dc.creator | Lai, Tze-Leung | en |
dc.date.accessioned | 2019-12-02T10:37:57Z | |
dc.date.available | 2019-12-02T10:37:57Z | |
dc.date.issued | 1989 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57542 | |
dc.description.abstract | Summary 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.publisher | Publ by IEEE | en |
dc.source | Sixth Multidimensional Signal Processing Workshop | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0024933468&partnerID=40&md5=8d5750744c117e3e8af330370ae7e935 | |
dc.subject | Spectrum Analysis | en |
dc.subject | Kernel | en |
dc.subject | Bootstrap Confidence Bands | en |
dc.subject | Bootstrap Confidence Intervals | en |
dc.subject | Cross-Spectra | en |
dc.subject | Lag-Window Spectral Estimators | en |
dc.subject | Mathematical Statistics--Monte Carlo Methods | en |
dc.subject | Summary Form Only | en |
dc.title | Bootstrap confidence bands for spectra and cross-spectra | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.description.startingpage | 88 | |
dc.description.endingpage | 90 | |
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 | Conference Object | en |
dc.description.notes | <p>Conference code: 13602</p> | en |