scientific article; zbMATH DE number 638111

zbMath0804.62081MaRDI QIDQ4305260

Daniel Janas

Publication date: 13 September 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Gaussian processlinear processbootstrap approximationautocorrelation functionEdgeworth expansiongoodness of fit testlimit distributioncovariance structuresymmetric kerneldependence structurewild bootstrapprewhiteningratio statisticstapered periodogramStudentized periodogram ordinatesWhittle estimateskernel spectral density estimatesclassical bootstrapdistribution of the finite Fourier transform of tapered datapositive spectral densityreduction to innovationsvanishing meanweighted sums of i.i.d. random vectors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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