On bootstrapping Kernel spectral estimates
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Bibliographic InfoPaper provided by University of Bonn, Germany in its series Discussion Paper Serie A with number 121.
Date of creation: Jun 1987
Date of revision:
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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
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Web page: http://www.bgse.uni-bonn.de
Bootstrap; Spectral estimation; Kernel spectrum estimates; Bandwidth selection;
Other versions of this item:
- Franke, J. & Hardle, W., 1990. "On bootstrapping kernel spectralestimates," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1990058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Dette, Holger & Paparoditis, Efstathios, 2008. "Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities," Technical Reports 2008,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
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