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Asymptotic behavior of bootstrap spectral window estimation

Asymptotic behavior of bootstrap spectral window estimation This paper is concerned with the nonparametric spectral density estimation of a stationary Gaussian process. A new estimator of the spectral density is proposed by the bootstrap method. The asymptotic behavior of the estimate has been studied. The consistency and asymptotic normality of the estimate are given. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Asymptotic behavior of bootstrap spectral window estimation

Yu, Dan
Acta Mathematicae Applicatae Sinica , Volume 13 (2) – Jul 15, 2005
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References (7)

Publisher
Springer Journals
Copyright
Copyright © 1997 by Science Press
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02015133
Publisher site
See Article on Publisher Site

Abstract

This paper is concerned with the nonparametric spectral density estimation of a stationary Gaussian process. A new estimator of the spectral density is proposed by the bootstrap method. The asymptotic behavior of the estimate has been studied. The consistency and asymptotic normality of the estimate are given.

Journal

Acta Mathematicae Applicatae Sinica – Springer Journals

Published: Jul 15, 2005

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