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March, 1992 On Bootstrapping Kernel Spectral Estimates
J. Franke, W. Hardle
Ann. Statist. 20(1): 121-145 (March, 1992). DOI: 10.1214/aos/1176348515

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.

Citation

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J. Franke. W. Hardle. "On Bootstrapping Kernel Spectral Estimates." Ann. Statist. 20 (1) 121 - 145, March, 1992. https://doi.org/10.1214/aos/1176348515

Information

Published: March, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0757.62048
MathSciNet: MR1150337
Digital Object Identifier: 10.1214/aos/1176348515

Subjects:
Primary: 62M15
Secondary: 62G05

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 1 • March, 1992
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