Bootstrap estimation of population spectrum with replicated time series

Autores: Carmen Nieves Hernández Flores , Juan Artiles Romero , Pedro Saavedra Santana
Localización: Revista de la Academia Canaria de Ciencias: = Folia Canariensis Academiae Scientiarum, ISSN 1130-4723, Vol. 8, Nº. 1, 1996, págs. 19-29
Idioma: inglés
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Resumen
- In this work a set with r objets is considered and a stationary process X; (t) with spectral distribution absolutely continuous is observed for each of them at same time interval. Each spectral density function f; (ro) may be considered ita realization of a stationary process R(ro) .The spectrum population f (ro) is defined by E[ R(ro)).We estímate f (ro) by means of a bootstrap method and we proof the asymptotic validity when the number of objects r tend to infinity.