Kreiss, Jens-Peter; Paparoditis, Efstathios - Sonderforschungsbereich 373, Quantifikation und … - 2001
A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a … time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to generate periodogram … theory developed shows validity of the proposed bootstrap procedure for a large class of periodogram statistics. For …