Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10001589016
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 ordinates and imitate the essential features of the data...
Persistent link: https://www.econbiz.de/10009614876
Persistent link: https://www.econbiz.de/10001618698
Persistent link: https://www.econbiz.de/10010370899
Persistent link: https://www.econbiz.de/10010497087
Persistent link: https://www.econbiz.de/10010205484