ON BOOTSTRAPPING KERNEL SPECTRAL ESTIMATES

被引：117

作者：

FRANKE, J ^{[1
]}

HARDLE, W ^{[1
]}

机构：

[1] CATHOLIC UNIV LOUVAIN,CORE,B-1348 LOUVAIN,BELGIUM

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 01期

关键词：

BOOTSTRAP; TIME SERIES; KERNEL SPECTRAL ESTIMATE; PERIODOGRAM; BANDWIDTH SELECTION;

D O I：

10.1214/aos/1176348515

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An approach to bootstrapping kernel spectral density estimates is described which is based on resampling from the periodogram of the original data. We show that it is asymptotically valid under suitable conditions, and we illustrate its performance for a medium-sized time series sample with a small simulation study.

引用

页码：121 / 145

页数：25

共 50 条

[1] Bootstrapping kernel spectral density estimates with kernel bandwidth estimation
Zoubir, AM
[J]. 2003 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL VI, PROCEEDINGS: SIGNAL PROCESSING THEORY AND METHODS, 2003, : 325 - 328
[2] BOOTSTRAPPING DENSITY ESTIMATES
JHUN, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1988, 17 (01) : 61 - 78
[3] Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions
Sebastian Andres
Naotaka Kajino
[J]. Probability Theory and Related Fields, 2016, 166 : 713 - 752
[4] Heat kernel estimates and Lp spectral independence of elliptic operators
Kunstmann, PC
[J]. BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 1999, 31 : 345 - 353
[5] Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions
Andres, Sebastian
Kajino, Naotaka
[J]. PROBABILITY THEORY AND RELATED FIELDS, 2016, 166 (3-4) : 713 - 752
[6] Exact simulation of Gaussian Time Series from Nonparametric Spectral Estimates with Application to Bootstrapping
Donald B. Percival
William L. B. Constantine
[J]. Statistics and Computing, 2006, 16 : 25 - 35
[7] Exact simulation of gaussian time series from nonparametric spectral estimates with application to bootstrapping
Percival, DB
Constantine, WLB
[J]. STATISTICS AND COMPUTING, 2006, 16 (01) : 25 - 35
[8] Bootstrapping robust estimates of regression
Salibian-Barrera, M
Zamar, RH
[J]. ANNALS OF STATISTICS, 2002, 30 (02): : 556 - 582
[9] Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradients
Renming Song
Longjie Xie
Yingchao Xie
[J]. Science China Mathematics, 2020, 63 (11) : 2343 - 2362
[10] Sharp heat kernel estimates for spectral fractional Laplacian perturbed by gradients
Renming Song
Longjie Xie
Yingchao Xie
[J]. Science China Mathematics, 2020, 63 : 2343 - 2362

← 1 2 3 4 5 →