Asymptotic simultaneous confidence bands for vector autoregressive spectra (Q4949549)
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scientific article; zbMATH DE number 1441443
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| default for all languages | No label defined |
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| English | Asymptotic simultaneous confidence bands for vector autoregressive spectra |
scientific article; zbMATH DE number 1441443 |
Statements
Asymptotic simultaneous confidence bands for vector autoregressive spectra (English)
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16 December 2001
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periodic autoregressive process
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simultaneous confidence bands
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spectral density matrix
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vector autoregressive process
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simulations
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0.8930847644805908
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0.8768661022186279
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0.8312775492668152
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0.821058452129364
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0.7724575996398926
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