Footnote:
Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
Description:
In applications, many time series can be described using the class of locally stationary processes (Dahlhaus (1997)). In this work existing Fourier-based bootstrap methods are extended to this setting using a moving Fourier transform, correctly mimicking the local structure of the process. Asymptotic properties of the corresponding Fourier transform are derived. Using these properties the covariance structure of the bootstrap sample is shown to be asymptotically correct.