Simultaneous Confidence Regions for the Frequency Analysis of Multiple Time Series (Q3747569)

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Simultaneous Confidence Regions for the Frequency Analysis of Multiple Time Series
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    1987
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    frequency analysis
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    time series
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    complex-valued variates
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    finite Fourier transform
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    multiple regression analysis
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    confidence regions
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    asymptotic simultaneous confidence regions
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    gains
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    phases
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    differential identity
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    complex multivariate Gaussian distribution
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    multivariate probability inequality
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    Simultaneous Confidence Regions for the Frequency Analysis of Multiple Time Series (English)
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