%0 Generic
%A Dahlhaus, Rainer
%A Janas, Daniel
%C Heidelberg
%D 1996
%F heidok:21347
%K Autocorrelations; bootstrap; periodogram ordinates; ratio statistics; spectral mean; time  series; Whittle estimators
%R 10.11588/heidok.00021347
%T A frequency domain bootstrap for ration statistics in time series analysis
%U https://archiv.ub.uni-heidelberg.de/volltextserver/21347/
%X 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.
%Z Arbeitstitel: Efron's Bootstrap for Ratio Statistics in Time Series Analysis  auch erschienen in: The Annals of Statistics (1996), Vol. 24, No. 5, p. 1934-1963.