TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain |
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TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (English)
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14 September 2011
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frequency domain bootstrap
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functional limit theorem
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nonlinear processes
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periodogram
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ratio statistics
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spectral density estimation
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surrogate data
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change-point analysis
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unit root testing
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