论文标题

跳过抽样:频域中的子采样

Skip-sampling: subsampling in the frequency domain

论文作者

McElroy, Tucker, Politis, Dimitris

论文摘要

在过去的35年中,已经提出了几种时间序列的引导方法。流行的“时间域”方法包括Block-Bootstrap,Stastary Bootstrap,Linear Process Bootstrap等。时间序列也可用,并且与Block-Bootstrap密切相关。 “频域”的引导程序已通过重新采样周期图坐标或重新采样了离散傅立叶变换(DFT)的尺寸来执行。手头的论文提出了一种新颖的DFT尺寸采样构造,并研究了其理论特性和适用性领域。

Over the last 35 years, several bootstrap methods for time series have been proposed. Popular `time-domain' methods include the block-bootstrap, the stationary bootstrap, the linear process bootstrap, etc.; subsampling for time series is also available, and is closely related to the block-bootstrap. `Frequency-domain' bootstrap has been performed either by resampling the periodogram ordinates or by resampling the ordinates of the Discrete Fourier Transform (DFT). The paper at hand proposes a novel construction of subsampling the DFT ordinates, and investigates its theoretical properties and realm of applicability.

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