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A frequency domain bootstrap for general multivariate stationary processes - MaRDI portal

A frequency domain bootstrap for general multivariate stationary processes (Q6160981)

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scientific article; zbMATH DE number 7691585
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English
A frequency domain bootstrap for general multivariate stationary processes
scientific article; zbMATH DE number 7691585

    Statements

    title
    A frequency domain bootstrap for general multivariate stationary processes (English)
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    author
    Marco Meyer
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    Efstathios Paparoditis
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    published in
    Bernoulli
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    publication date
    2 June 2023
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    zbMATH Keywords
    bootstrap
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    periodogram
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    spectral means
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    stationary processes
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    Identifiers

    arXiv ID
    2102.01943
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    DOI
    10.3150/22-bej1545
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    Mathematics Subject Classification ID
    62Mxx
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    62Gxx
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    62Fxx
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    zbMATH DE Number
    7691585
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    OpenAlex ID
    W3128847778
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