Add to ORKGIn this paper consistency of the Frequency Domain Bootstrap for differentiable functionals of spectral density function of a linear stationary time series is discussed. The notion of influence function in the time domain on spectral measures is introduced. Moreover, the Fréchet differen-tiability of functionals of spectral measures is defined. Sufficient and necessary conditions for consistency of the FDB in the considered problems are provided and the second order correctness is discussed for some functionals. Finally, validity of the FDB for the empirical processes is considered
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
Classical spectral methods are subject to two fundamental limitations: they only can account for co...
We generalize the Franke-Härdle (1992) spectral density bootstrap to the multivariate case. The ex...
We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequ...
We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequ...
Interest in functional time series has spiked in the recent past with papers covering both methodolo...
Bootstrap techniques in the frequency domain have been proved to be effective instruments to approx...
We develop the basic building blocks of a frequency domain framework for drawing statistical inferen...
Two frequency domain bootstrap methods for weakly stationary time series will be proposed. The motiv...
Abstract. We propose a general bootstrap procedure to approximate the null distri-bution of nonparam...
In this paper we investigate the merits of using a data taper in non--linear functionals of the peri...
The literature on time series of functional data has focused on pro- cesses of which the probabilist...
The literature on time series of functional data has focused on processes of which the probabilistic...
In this dissertation, we propose a new spectral method that could be used to overcome two issues in ...
We prove that Efron's bootstrap applied to the sample ofstudentized periodogram ordinates works quit...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
Classical spectral methods are subject to two fundamental limitations: they only can account for co...
We generalize the Franke-Härdle (1992) spectral density bootstrap to the multivariate case. The ex...
We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequ...
We propose a general bootstrap procedure to approximate the null distribution of nonparametric frequ...
Interest in functional time series has spiked in the recent past with papers covering both methodolo...
Bootstrap techniques in the frequency domain have been proved to be effective instruments to approx...
We develop the basic building blocks of a frequency domain framework for drawing statistical inferen...
Two frequency domain bootstrap methods for weakly stationary time series will be proposed. The motiv...
Abstract. We propose a general bootstrap procedure to approximate the null distri-bution of nonparam...
In this paper we investigate the merits of using a data taper in non--linear functionals of the peri...
The literature on time series of functional data has focused on pro- cesses of which the probabilist...
The literature on time series of functional data has focused on processes of which the probabilistic...
In this dissertation, we propose a new spectral method that could be used to overcome two issues in ...
We prove that Efron's bootstrap applied to the sample ofstudentized periodogram ordinates works quit...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
Classical spectral methods are subject to two fundamental limitations: they only can account for co...
We generalize the Franke-Härdle (1992) spectral density bootstrap to the multivariate case. The ex...