• DocumentCode
    1990848
  • Title

    Bootstrap confidence bands for spectra and cross-spectra

  • Author

    Politis, Dimitris N. ; Romano, Joseph P. ; Lai, Tze-Leung

  • Author_Institution
    Dept. of Stat., Stanford Univ., CA, USA
  • fYear
    1989
  • fDate
    6-8 Sep 1989
  • Firstpage
    88
  • Lastpage
    90
  • Abstract
    Summary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when it cannot be assumed that the time series is Gaussian. Monte Carlo simulations have been carried out in order to compare the bootstrap confidence bands with the asymptotic ones
  • Keywords
    spectral analysis; Monte Carlo simulations; bootstrap confidence bands; cross-spectra; kernel estimators; lag-window spectral estimators; spectral density; time series; Autocorrelation; Density measurement; Frequency estimation; Kernel; Parameter estimation; Publishing; Smoothing methods; Statistical analysis; Statistics; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Multidimensional Signal Processing Workshop, 1989., Sixth
  • Conference_Location
    Pacific Grove, CA
  • Type

    conf

  • DOI
    10.1109/MDSP.1989.97045
  • Filename
    97045
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1990848