Frequency domain bootstrap for ratio statistics under long-range dependence
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Publication:2178174
DOI10.1016/j.jkss.2019.03.001zbMath1439.62109OpenAlexW2931152927MaRDI QIDQ2178174
Publication date: 7 May 2020
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2019.03.001
long-range dependencespectral densityfrequency domain bootstrapratio statisticsnormalized periodogram ordinates
Applications of statistics to economics (62P20) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09) Applications of statistics to physics (62P35)
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Cites Work
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