Autoregressive-aided periodogram bootstrap for timeseries

Kreiss, Jens-Peter, Paparoditis, Efstathios . The Annals of Statistics 2003. 31 (6) :1923-1955

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Bibtex

@article{CIS-183640,
  Author = {Kreiss, Jens-Peter and Paparoditis, Efstathios},
  Title = {Autoregressive-aided periodogram bootstrap for timeseries},
  Journal = {The Annals of Statistics},
  Volume = {31},
  Number = {6},
  Year = {2003},
  Pages = {1923--1955},
  Keywords = {Resampling, Periodogram, Bootstrap, ratio statistics, 62M10 (MSC2000), 62G09 (MSC2000), nonparametric estimators, spectral means}
}

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