Resampling the autocovariance estimator in stationary gaussian processes

Communications in Statistics - Theory and Methods

Volumn 26, Issue 7, 1997, Pages 1745-1766

  Christoffersson, Jan ^a  

^a SWEDISH UNIVERSITY OF AGRICULTURAL SCIENCES   (Sweden)

Author keywords

Autocorrelation; Bootstrap; Frequency domain

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CORRELATION METHODS; ESTIMATION; FREQUENCY DOMAIN ANALYSIS; RANDOM PROCESSES; SAMPLING;

AUTOCOVARIANCE ESTIMATOR; BOOTSTRAP; RESAMPLING; STATIONARY GAUSSIAN PROCESSES;

ALGORITHMS;

EID: 0031342862     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708832010     Document Type: Article

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