Simultaneous Confidence Regions for the Frequency Analysis of Multiple Time Series
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Publication:3747569
DOI10.2307/2289163zbMath0608.62114OpenAlexW4232944209MaRDI QIDQ3747569
Alan Julian Izenman, Sanat Kumar Sarkar
Publication date: 1987
Full work available at URL: https://doi.org/10.2307/2289163
gainstime seriesfrequency analysisphasesconfidence regionsfinite Fourier transformdifferential identitymultiple regression analysisasymptotic simultaneous confidence regionscomplex multivariate Gaussian distributioncomplex-valued variatesmultivariate probability inequality
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)