光谱和交叉光谱的自举置信带

Sixth Multidimensional Signal Processing Workshop, Pub Date : 1989-09-06 DOI:10.1109/MDSP.1989.97045

D. Politis, Joseph P. Romano, T. Lai

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引用次数: 44

摘要

只提供摘要形式。利用核估计和滞后窗估计构造了非参数自举置信区间和置信带。这些结果在有限样本的情况下是有用的，特别是当不能假设时间序列是高斯的时候。为了比较自举置信带和渐近置信带，进行了蒙特卡罗模拟。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bootstrap confidence bands for spectra and cross-spectra

Summary form only given. Nonparametric bootstrap confidence intervals and bands have been constructed from kernel and lag-window spectral estimators. The results can be of use in a finite sample situation, especially when it cannot be assumed that the time series is Gaussian. Monte Carlo simulations have been carried out in order to compare the bootstrap confidence bands with the asymptotic ones.<>

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Sixth Multidimensional Signal Processing Workshop,

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