{"title":"Skip-sampling: subsampling in the frequency domain","authors":"T. McElroy, D. Politis","doi":"10.1093/biomet/asae039","DOIUrl":null,"url":null,"abstract":"\n Over the last 35 years, several bootstrap methods for time series have been proposed. Popular time domain methods include the block-bootstrap, the stationary bootstrap, the linear process bootstrap, among others; subsampling for time series is also available, and is closely related to the block-bootstrap. The frequency domain bootstrap has been performed either by resampling the periodogram ordinates or by resampling the ordinates of the discrete Fourier transform. The paper at hand proposes a novel construction of subsampling the discrete Fourier transform ordinates, and investigates its theoretical properties and realm of applicability. Numerical studies show that the new method performs comparably to the frequency domain bootstrap for linear spectral means and ratio statistics, while at the same time yielding significant computational savings as well as numerical stability.","PeriodicalId":2,"journal":{"name":"ACS Applied Bio Materials","volume":"4 3","pages":""},"PeriodicalIF":4.6000,"publicationDate":"2024-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Bio Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1093/biomet/asae039","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATERIALS SCIENCE, BIOMATERIALS","Score":null,"Total":0}
引用次数: 0
Abstract
Over the last 35 years, several bootstrap methods for time series have been proposed. Popular time domain methods include the block-bootstrap, the stationary bootstrap, the linear process bootstrap, among others; subsampling for time series is also available, and is closely related to the block-bootstrap. The frequency domain bootstrap has been performed either by resampling the periodogram ordinates or by resampling the ordinates of the discrete Fourier transform. The paper at hand proposes a novel construction of subsampling the discrete Fourier transform ordinates, and investigates its theoretical properties and realm of applicability. Numerical studies show that the new method performs comparably to the frequency domain bootstrap for linear spectral means and ratio statistics, while at the same time yielding significant computational savings as well as numerical stability.
期刊介绍：
ACS Applied Bio Materials is an interdisciplinary journal publishing original research covering all aspects of biomaterials and biointerfaces including and beyond the traditional biosensing, biomedical and therapeutic applications.
The journal is devoted to reports of new and original experimental and theoretical research of an applied nature that integrates knowledge in the areas of materials, engineering, physics, bioscience, and chemistry into important bio applications. The journal is specifically interested in work that addresses the relationship between structure and function and assesses the stability and degradation of materials under relevant environmental and biological conditions.
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