Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852)

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scientific article; zbMATH DE number 7433899
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Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
scientific article; zbMATH DE number 7433899

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    Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (English)
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    25 November 2021
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    autocovariance
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    autoregressive sieve bootstrap
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    stationary process
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    spectral density
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    simultaneous confidence bands
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