Directly to content
  1. Publishing |
  2. Search |
  3. Browse |
  4. Recent items rss |
  5. Open Access |
  6. Jur. Issues |
  7. DeutschClear Cookie - decide language by browser settings

Spectral Domain Bootstrap Tests for Stationary Time Series

Dahlhaus, R. ; Hainz, G.

[img]
Preview
PDF, English
Download (575kB) | Terms of use

Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their long-time accessibility.

Abstract

For stationary linear processes Kolmogorov-Smirnov type goodness-of-fit tests for compound hypotheses based on frequency domain bootstrap methods are proposed. Similar botstrap tests for comparing the spectral distributions of two time series are suggested. The small sample performance of the tests is investigated by simulation, and a real data example is given for illustration.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 24 May 2016 08:59
Date: November 1999
Number of Pages: 36
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
About | FAQ | Contact | Imprint |
OA-LogoDINI certificate 2013Logo der Open-Archives-Initiative