DocumentCode
1141067
Title
Bootstrap confidence bands for spectra and cross-spectra
Author
Politis, Dimitris N. ; Romano, Joseph P. ; Lai, Tze-Leung
Author_Institution
Dept. of Stat., Stanford Univ., CA, USA
Volume
40
Issue
5
fYear
1992
fDate
5/1/1992 12:00:00 AM
Firstpage
1206
Lastpage
1215
Abstract
A nonparametric method for setting confidence intervals and confidence bands for spectra and cross-spectra of stationary weakly dependent time series is presented. The proposed methodology involves using a bootstrap resampling scheme that was recently developed for use in time series problems. A computing algorithm is provided, along with guidelines on its practical application. Finally, results of simulations with artificially generated data are shown as an illustration of the method´s potential
Keywords
spectral analysis; time series; algorithm; artificially generated data; bootstrap confidence bands; bootstrap resampling; confidence intervals; cross-spectra; nonparametric method; simulations; spectra; stationary time series; Acoustics; Conferences; Density functional theory; Guidelines; Multidimensional signal processing; Signal Processing Society; Signal processing algorithms; Spectral analysis; Speech processing; Statistics;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.134482
Filename
134482
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