Bootstrap confidence bands for spectra and cross-spectra

IEEE Transactions on Signal Processing

Volumn 40, Issue 5, 1992, Pages 1206-1215

  Politis, Dimitris N ^a   Romano, Joseph P ^b   Lai, Tze Leung ^b  

^a PURDUE UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MATHEMATICAL STATISTICS - MONTE CARLO METHODS; PROBABILITY; SIGNAL PROCESSING - SAMPLING; STATISTICAL METHODS - TIME SERIES ANALYSIS;

ARMA TIME SERIES; BOOTSTRAP CONFIDENCE BANDS; BOOTSTRAP RESAMPLING; CONFIDENCE INTERVALS; WEAKLY DEPENDENT TIME SERIES;

SPECTRUM ANALYSIS;

EID: 0026863452     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.134482     Document Type: Article

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