Kreiss, Jens-Peter; Paparoditis, Efstathios - Sonderforschungsbereich 373, Quantifikation und … - 2001
A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to generate periodogram ordinates and imitate the essential features of the data...
