Asymptotic behavior of bootstrap spectral window estimation

DOI10.1007/BF02015133zbMath0890.62071OpenAlexW1996230452MaRDI QIDQ1367243

Dan Yu

Publication date: 21 September 1997

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02015133

zbMATH Keywords

bootstrapconsistencyasymptotic normalitystationary Gaussian processspectral density estimationperiodogramspectral window

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Time series: theory and methods
• On Consistent Estimates of the Spectrum of a Stationary Time Series

This page was built for publication: Asymptotic behavior of bootstrap spectral window estimation