Bootstrap for almost cyclostationary processes with jitter effect

2018 
In this paper we consider almost cyclostationary processes with jitter effect. We propose a boot-strap approach based on the Moving Block Bootstrap method to construct pointwise and simultaneous confidence intervals for the Fourier coefficients of the autocovariance function of such processes. In the simulation study we show how our results can be used for second-order frequency detection. We compare behavior of our approach for jitter effects caused by perturbations from two distributions, namely uniform and truncated normal. Finally, we present a real data application of our methodology.
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