Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

By Holger Dette, Efstathios Paparoditis. 2009

61 citations recorded by the source corpus.

Subfields: Analytical Chemistry, Applied Mathematics, Control and Systems Engineering

View Paper: https://www.semanticscholar.org/paper/a00f2f4c5ec5a81f8fedebbb6867b890e35ae254

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Analytical Chemistry

1. Wenceslao González-Manteiga
2. Frank Konietschke
3. Rosa M. Crujeiras
4. Edgar Brunner
5. Markus Pauly

In Applied Mathematics

1. Wenceslao González-Manteiga
2. Frank Konietschke
3. Rosa M. Crujeiras
4. Edgar Brunner
5. Markus Pauly

In Control and Systems Engineering

1. Wenceslao González-Manteiga
2. Frank Konietschke
3. Rosa M. Crujeiras
4. Edgar Brunner
5. Markus Pauly

Citations in the corpus

• Asymptotic permutation tests in general factorial designs (2015, methodology): “This is a desirable property of a resampling procedure; see for example theorem 1 in Dette and Paparoditis (2009) for a similar example.”
• An updated review of Goodness-of-Fit tests for regression models (2013, background): “The comparison of regression curves can be useful in other contexts such as time series (see Dette and Paparoditis 2009) or spatio-temporal models, allowing for a comparison of correlation structures from the spectral domain.”