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Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View

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  • Franziska Häfner
  • Claudia Kirch

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  • Franziska Häfner & Claudia Kirch, 2017. "Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 895-922, November.
    • Handle: RePEc:bla:jtsera:v:38:y:2017:i:6:p:895-922
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    File URL: http://hdl.handle.net/10.1111/jtsa.12241
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    References listed on IDEAS

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    1. Marios Sergides & Efstathios Paparoditis, 2009. "Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 800-821, December.
    2. Jentsch, Carsten & Kreiss, Jens-Peter, 2010. "The multiple hybrid bootstrap -- Resampling multivariate linear processes," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2320-2345, November.
    3. Jens-Peter Kreiss & Efstathios Paparoditis, 2015. "Bootstrapping locally stationary processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(1), pages 267-290, January.
    4. Jens-peter Kreiss & Efstathios Paparoditis, 2012. "The Hybrid Wild Bootstrap for Time Series," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1073-1084, September.
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