Preprint
Aug 2026
Frequency Domain Bootstrap for Functional Time Series
A frequency domain bootstrap procedure for functional time series is proposed and applied to the class of spectral mean operators. The procedure works by first generating independent pseudo periodogram operators across the positive Fourier frequencies using an estimator of the spectral density operator involved. Functi...
Daniel Rademacher, Jens-Peter Kreiss, E. Paparoditis
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