On bootstrapping kernel spectral estimates

DOI10.1214/aos/1176348515zbMath0757.62048OpenAlexW1977648299MaRDI QIDQ1192961

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348515

zbMATH Keywords

bootstrap confidence intervals time series resampling periodogram bandwidth selection Monte-Carlo simulation confidence limits local bandwidth kernel spectral density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

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