Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (Q2920284)
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scientific article; zbMATH DE number 6093937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities |
scientific article; zbMATH DE number 6093937 |
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16 October 2012
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bootstrap
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multiple time series
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nonparametric kernel estimation
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periodogram
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spectral density matrix
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Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (English)
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