Resampling Methods for Time Series

Abstract

Contents: Introduction; Background; Linear functionals of the spectrum; Estimating the spectral density; Simulation algorithms; Applications; Improving estimators by resampling.

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Document Details

Document Type
Technical Report
Publication Date
Aug 27, 1988
Accession Number
ADA198942

Entities

People

  • Ernesto Ramos

Organizations

  • Harvard University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Classification
  • Data Science
  • Discrete Fourier Transforms
  • Estimators
  • Fourier Series
  • Gaussian Processes
  • Information Science
  • New York
  • Probability
  • Random Variables
  • Sampling
  • Sequences
  • Simulations
  • Stationary Processes
  • Statistical Algorithms
  • Two Dimensional