Simultaneous confidence bands in spectral density estimation

DOI10.1093/BIOMET/ASN005MaRDI QIDQ3631504zbMATH OpenOpenAlexWikidataFDO

Authors 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

bootstrapconfidence bandGaussian processspectral densitystrong approximation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Simultaneous confidence bands for autoregressive spectra
• ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY
• On confidence bands for time series problems in the time and frequency domains
• Asymptotic simultaneous confidence bands for vector autoregressive spectra
• On bootstrapping kernel spectral estimates

Cited in

(18)

• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
• Reducing confidence bands for simulated impulse responses
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
• Bootstrapping spectra: methods, comparisons and application to knock data
• The Hybrid Wild Bootstrap for Time Series
• Simultaneous credible bands for latent Gaussian models
• On confidence bands for time series problems in the time and frequency domains
• Simultaneous confidence bands for autoregressive spectra
• Confidence intervals for spectral mean and ratio statistics
• The integrated copula spectrum
• A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR
• Gaussian approximation for lag-window estimators and the construction of confidence bands for the spectral density
• ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY
• Multivariate scalar on multidimensional distribution regression with application to modeling the association between physical activity and cognitive functions
• Bootstrap confidence bands for spectra and cross-spectra
• An updated review of goodness-of-fit tests for regression models
• Simultaneous confidence bands for functional data using the Gaussian kinematic formula
• Confidence Regions for Spectral Peak Frequencies

This page was built for publication: Simultaneous confidence bands in spectral density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3631504)