<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "A frequency domain bootstrap for ration statistics in time series analysis"^^ . "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."^^ . "1996" . . . . . . . . . . "Rainer"^^ . "Dahlhaus"^^ . "Rainer Dahlhaus"^^ . . "Daniel"^^ . "Janas"^^ . "Daniel Janas"^^ . . . . . . "A frequency domain bootstrap for ration statistics in time series analysis (PDF)"^^ . . . "beitrag.13.pdf"^^ . . . "A frequency domain bootstrap for ration statistics in time series analysis (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "A frequency domain bootstrap for ration statistics in time series analysis (Other)"^^ . . . . . . "preview.jpg"^^ . . . "A frequency domain bootstrap for ration statistics in time series analysis (Other)"^^ . . . . . . "medium.jpg"^^ . . . "A frequency domain bootstrap for ration statistics in time series analysis (Other)"^^ . . . . . . "small.jpg"^^ . . . "A frequency domain bootstrap for ration statistics in time series analysis (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #21347 \n\nA frequency domain bootstrap for ration statistics in time series analysis\n\n" . "text/html" . . . "310 Statistik"@de . "310 General statistics"@en . . . "510 Mathematik"@de . "510 Mathematics"@en . .