On Bootstrapping Kernel Spectral Estimates

Franke, J.;Hardle, W.
(1992) Annals of Statistics — Vol. 20, n° 1, p. 121-145 (1992)

Files

pdfdocument.pdf
  • Restricted Access
  • Adobe PDF
  • 1.73 MB
No access

Details

Authors
  • Franke, J.
    Author
  • Hardle, W.
    Author
Abstract
An approach to bootstrapping kernel spectral density estimates is described which is based on resampling from the periodogram of the original data. We show that it is asymptotically valid under suitable conditions, and we illustrate its performance for a medium-sized time series sample with a small simulation study.
Affiliations

Citations

  • APA
  • Chicago
  • FWB

Franke, J., & Hardle, W. (1992). On Bootstrapping Kernel Spectral Estimates. Annals of Statistics, 20(1), 121-145. https://doi.org/10.1214/aos/1176348515 (Original work published 1992)