A frequency domain bootstrap for ratio statistics in time series analysis
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Publication:1354506
DOI10.1214/aos/1069362304zbMath0867.62072OpenAlexW2055996859MaRDI QIDQ1354506
Publication date: 5 May 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362304
bootstrapfrequency domainEdgeworth expansionsautocorrelationsratio statisticsspectral meanStudentized periodogram ordinatesWhittle estimators
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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