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
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;
Conference_Titel :
Multidimensional Signal Processing Workshop, 1989., Sixth
Conference_Location :
Pacific Grove, CA
DOI :
10.1109/MDSP.1989.97045
