Simultaneous confidence bands for autoregressive spectra

DOI10.1093/biomet/71.1.197zbMath0534.62068OpenAlexW2033252311MaRDI QIDQ3317950

H. Joseph Newton, Marcello Pagano

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/663eff9931d3bb251bb6e0edcfc4733bbc4d5564

zbMATH Keywords

time seriessimulation studysimultaneous confidence bandsasymptotic confidence bandsScheffé projectionautoregressive spectral estimatorsreciprocal of autoregressive spectral density

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY ⋮ SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO-CHANNEL AUTOREGRESSIVE PROCESSES

This page was built for publication: Simultaneous confidence bands for autoregressive spectra