Estimated Wold representation and spectral-density-driven bootstrap for time series

Author:

Krampe Jonas1,Kreiss Jens-Peter1,Paparoditis Efstathios2

Affiliation:

1. Technische Universität Braunschweig; Germany

2. University of Cyprus; Nicosia Cyprus

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference34 articles.

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5. Asymptotic properties of the Wiener-Kolmogorov predictor: II;Bhansali;J. R. Statist. Soc.,1977

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