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
fDate :
5/1/1992 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
