Sökning: "Rainer Dahlhaus"

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1. 1. Computer-intensive methods for dependent observations

   Författare :Anders Nordgaard; Rainer Dahlhaus; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This dissertation deals with computer-intensive methods for dependent observations. The main part is built up by four papers defining and analyzing a resampling method of bootstrap type for the spectral domain of a stationary Gaussian sequence. The emphasis is on practical aspects as well as on asymptotic validity. LÄS MER