title: A frequency domain bootstrap for ration statistics in time series analysis
creator: Dahlhaus, Rainer
creator: Janas, Daniel
subject: ddc-310
subject: 310 General statistics
subject: ddc-510
subject: 510 Mathematics
description: We prove that Efron's bootstrap applied to the sample ofstudentized periodogram ordinates works quite well for ratio statistics,e.g. estimates for the autocorrelations. The bootstrap approximation for the distribution of these statistics is accurate to the order o 1/SQRT(T)a.s. As a consequence this result carries over to the Whittle estimates.Some simulation studies are reported for a medium-sized stretch of atime series.
date: 1996
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/21347/1/beitrag.13.pdf
identifier: DOI:10.11588/heidok.00021347
identifier: urn:nbn:de:bsz:16-heidok-213474
identifier:   Dahlhaus, Rainer ; Janas, Daniel  (1996) A frequency domain bootstrap for ration statistics in time series analysis.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/21347/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng