Kreiss, Jens-peter; Paparoditis, Efstathios - In: Journal of the American Statistical Association 107 (2012) 499, pp. 1073-1084
We introduce a new and simple bootstrap procedure for general linear processes, called the hybrid wild bootstrap. The hybrid wild bootstrap generates frequency domain replicates of the periodogram that imitate asymptotically correct the first- and second-order properties of the ordinary...
