Bootstrap Resampling Tests for Quantized Time Series

  • Jacek Leśkow
  • Cyprian Wronka
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)


The aim of this article is to compare the spectral densities of original and quantized time series via bootstrap-based consistency tests. If the quantizing is based on Kohonen’s SOM algorithm then the spectral densities of the original and quantized time series are indistinguishable. We illustrate this via studies of bootstrap distributions of tests statistics that compare spectral densities. We obtain that when the quantizing is based on SOM algorithm then the density of the original time series and the spectral density of the quantized one are not significantly different.


Spectral Density Original Time Series Bootstrap Confidence Interval Simultaneous Confidence Interval Move Block Bootstrap 
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Copyright information

© Springer-Verlag Berlin · Heidelberg 2005

Authors and Affiliations

  • Jacek Leśkow
    • 1
  • Cyprian Wronka
    • 2
  1. 1.Department of EconometricsThe WSB-NLU Graduate School of BusinessNowy Sa̹czPoland
  2. 2.School of Engineering and Physical SciencesHeriot-Watt UniversityEdinburghScotland

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