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Frequency Domain Bootstrap for Time Series

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Empirical Process Techniques for Dependent Data

Abstract

The paper discusses frequency domain bootstrap methods for time series including some recent developments. Attention is focused on nonparametric resampling methods of the periodogram and their application to statistical inference in the frequency domain.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Cyprus, P.O. Box 20537, CY-1678, Nicosia, Cyprus

    Efstathios Paparoditis

Authors
  1. Efstathios Paparoditis
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Editor information

Editors and Affiliations

  1. Fakultät für Mathematik, Ruhr-Universität Bochum, 44780, Bochum, Germany

    Herold Dehling

  2. Laboratory of Actuarial Mathematics, University of Copenhagen, DK-2100, Copenhagen, Denmark

    Thomas Mikosch

  3. Department of Statistics and Operations Research, University of Copenhagen, DK-2100, Copenhagen, Denmark

    Michael Sørensen

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© 2002 Springer Science+Business Media New York

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Paparoditis, E. (2002). Frequency Domain Bootstrap for Time Series. In: Dehling, H., Mikosch, T., Sørensen, M. (eds) Empirical Process Techniques for Dependent Data. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0099-4_14

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  • DOI: https://doi.org/10.1007/978-1-4612-0099-4_14

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6611-2

  • Online ISBN: 978-1-4612-0099-4

  • eBook Packages: Springer Book Archive

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