2 papers
stat.ME2021
A Frequency Domain Bootstrap for General Multivariate Stationary Processes
Marco Meyer, Efstathios Paparoditis
For many relevant statistics of multivariate time series, no valid frequency domain bootstrap procedures exist. This is mainly due to the fact that the distribution of such statist…
stat.ME2018
A Frequency Domain Bootstrap for General Stationary Processes
Marco Meyer, Efstathios Paparoditis, Jens-Peter Kreiss
Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodogra…