eprintid: 20761
rev_number: 12
eprint_status: archive
userid: 2326
dir: disk0/00/02/07/61
datestamp: 2016-05-24 08:59:45
lastmod: 2016-05-30 08:10:53
status_changed: 2016-05-24 08:59:45
type: workingPaper
metadata_visibility: show
creators_name: Dahlhaus, R.
creators_name: Hainz, G.
title: Spectral Domain Bootstrap Tests for Stationary Time Series
subjects: ddc-510
divisions: i-110400
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.
date: 1999-11
id_scheme: DOI
id_number: 10.11588/heidok.00020761
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 61
ppn_swb: 1656797364
own_urn: urn:nbn:de:bsz:16-heidok-207616
language: eng
bibsort: DAHLHAUSRSPECTRALDO199911
full_text_status: public
place_of_pub: Heidelberg
pages: 36
citation:   Dahlhaus, R. ; Hainz, G.  (1999) Spectral Domain Bootstrap Tests for Stationary Time Series.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/20761/1/beitrag.61.pdf