Jentsch, Carsten; Kreiss, Jens-Peter - In: Journal of Multivariate Analysis 101 (2010) 10, pp. 2320-2345
The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiss and Paparoditis (2003) [18]. Their idea was to combine a time domain parametric and a frequency domain nonparametric bootstrap to mimic not only a part but as much as possible the...