Simultaneous confidence bands in spectral density estimation

DOI10.1093/biomet/asn005zbMath1437.62563WikidataQ63322353 ScholiaQ63322353MaRDI QIDQ3631504

Michael H. Neumann, Efstathios Paparoditis

Publication date: 10 June 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asn005

zbMATH Keywords

bootstrap; Gaussian process; spectral density; strong approximation; confidence band

Mathematics Subject Classification ID

62G07: Density estimation

62P10: Applications of statistics to biology and medical sciences; meta analysis

62G15: Nonparametric tolerance and confidence regions

62M15: Inference from stochastic processes and spectral analysis

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