title: Spectral Domain Bootstrap Tests for Stationary Time Series
creator: Dahlhaus, R.
creator: Hainz, G.
subject: ddc-510
subject: 510 Mathematics
description: 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.
date: 1999-11
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/20761/1/beitrag.61.pdf
identifier: DOI:10.11588/heidok.00020761
identifier: urn:nbn:de:bsz:16-heidok-207616
identifier:   Dahlhaus, R. ; Hainz, G.  (1999) Spectral Domain Bootstrap Tests for Stationary Time Series.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/20761/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng