SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO-CHANNEL AUTOREGRESSIVE PROCESSES (Q3033167)

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SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO-CHANNEL AUTOREGRESSIVE PROCESSES
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    SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO-CHANNEL AUTOREGRESSIVE PROCESSES (English)
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    1990
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    multichannel autoregressive process
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    autospectra
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    Gaussian periodic AR process
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    simultaneous confidence bands
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    maximum entropy method spectral estimate
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    asymptotic theory of estimation of periodic AR processes
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