A frequency domain bootstrap for general multivariate stationary processes

DOI10.3150/22-bej1545arXiv2102.01943OpenAlexW3128847778MaRDI QIDQ6160981

Marco Meyer, Efstathios Paparoditis

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.01943

zbMATH Keywords

bootstrapperiodogramstationary processesspectral means

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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