Bootstrapping Whittle estimators
Author:
Affiliation:
1. Technische Universität Braunschweig, Universitätsplatz 2 Institut für Mathematische Stochastik, , D-38106 Braunschweig, Germany
2. University of Cyprus Department of Mathematics and Statistics, , University Avenue 1, 1678 Nicosia, Cyprus
Abstract
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability
Link
https://academic.oup.com/biomet/advance-article-pdf/doi/10.1093/biomet/asac044/46587206/asac044.pdf
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5. A frequency domain bootstrap for ratio statistics in time series analysis;Dahlhaus,;Ann. Statist.,1996
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