%0 Generic
%A Dahlhaus, R.
%A Hainz, G.
%C Heidelberg
%D 1999
%F heidok:20761
%R 10.11588/heidok.00020761
%T Spectral Domain Bootstrap Tests for Stationary Time Series
%U https://archiv.ub.uni-heidelberg.de/volltextserver/20761/
%X 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.