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In Singular Spectrum Analysis (SSA) window length is a critical tuning parameter that must be assigned by the practitioner. This paper provides a theoretical analysis of signal-noise separation and reconstruction in SSA that can serve as a guide to optimal window choice. We establish numerical...
Persistent link: https://www.econbiz.de/10009358469
also demonstrate that the two time-domain estimators have the smallest bias and mean squared error as estimators of the …
Persistent link: https://www.econbiz.de/10010958942
component analysis, functional principal component regression, and bootstrap in functional principal component regression …
Persistent link: https://www.econbiz.de/10009131119
different forms of the bootstrap for functional data and use these to demonstrate the workings of our theoretical results. …
Persistent link: https://www.econbiz.de/10008491359
in inequality over time, between and within the various subgroups is studied, and the bootstrap method is used to …
Persistent link: https://www.econbiz.de/10005149036
correlation estimates, using the bootstrap method for statistical inference. The results indicate that there exist rich dynamic …
Persistent link: https://www.econbiz.de/10005149084
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated … produce the bootstrap draws are captured by an autoregressive approximation. Application of the sieve method to data pre … experimental setting. The pre-filtered version of the bootstrap is shown to avoid the distinct underestimation of the sampling …
Persistent link: https://www.econbiz.de/10010542336