Simultaneous Confidence Regions for the Frequency Analysis of Multiple Time Series
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Publication:3747569
DOI10.2307/2289163zbMath0608.62114MaRDI QIDQ3747569
Alan Julian Izenman, Sanat Kumar Sarkar
Publication date: 1987
Full work available at URL: https://doi.org/10.2307/2289163
gains; time series; frequency analysis; phases; confidence regions; finite Fourier transform; differential identity; multiple regression analysis; asymptotic simultaneous confidence regions; complex multivariate Gaussian distribution; complex-valued variates; multivariate probability inequality
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis