ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY

DOI10.1111/j.1467-9892.1987.tb00009.xzbMath0636.62096OpenAlexW2069796136MaRDI QIDQ3776449

Ladislav Tomášek

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00009.x

zbMATH Keywords

Šidák's inequalitysimultaneous confidence bandsSimulation experimentsautoregressive spectral density estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Simultaneous confidence bands for autoregressive spectra
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Linear Statistical Inference and its Applications

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