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The Local Bootstrap for Periodogram Statistics

✍ Scribed by Efstathios Paparoditis; Dimitris N. Politis

Book ID
108549368
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
446 KB
Volume
20
Category
Article
ISSN
0143-9782

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πŸ“œ SIMILAR VOLUMES

Bootstrapping periodogram and cross peri
Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
✍ Efstathios Paparoditis πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 26 KB

There are some not corrected misprints in the proof of Theorem 2.1 which could be misleading. In particular, the' ~' in the second line of the proof should be replaced by a' = '. The covariance matrix of the random variable Zc is equal to ,~. Finally, the assumption E(e4t) < oo for ie {1, 2} should