B0774
Title: Periodogram bootstrap
Authors: Efstathios Paparoditis - University of Cyprus (Cyprus) [presenting]
Abstract: Recent developments in bootstrapping the periodogram of a stationary time series are reviewed. Starting from the more classical approaches, the focus is on methods proposed that take into account the weak dependence of the periodogram ordinates for different frequencies and successfully work for particular processes and/or classes of statistics. The limitations of these approaches are highlighted and possible extensions are discussed.
