TY  - GEN
EP  - 35
KW  - Autocorrelations; bootstrap; periodogram ordinates; ratio statistics; spectral mean; time
series; Whittle estimators
CY  - Heidelberg
N2  - 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.
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21347/
TI  - A frequency domain bootstrap for ration statistics in time series analysis
Y1  - 1996///
AV  - public
N1  - 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.
A1  - Dahlhaus, Rainer
A1  - Janas, Daniel
ID  - heidok21347
ER  -