Block length selection in the bootstrap for time series
Computational Statistics & Data Analysis
Time series: data analysis and theory
Time series: data analysis and theory
Bootstrap confidence bands for spectra and cross-spectra
IEEE Transactions on Signal Processing
Bootstrap multiple tests applied to sensor location
IEEE Transactions on Signal Processing
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The problem of confidence interval estimation for spectra is addressed. Unlike asymptotic techniques, bootstrap techniques provide accurate measures of confidence in that they maintain the preset level, in particular for small sample sizes and non-Gaussian data. We investigate some recently proposed methods, a time domain bootstrap approach, the so-called tapered block bootstrap and a combined time domain and frequency domain approach, the so-called autoregressive-aided periodogram bootstrap. We compare the methods with a well-established frequency domain residual based bootstrap technique in view of confidence accuracy. Confidence interval estimates for spectra of knock data are shown.