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A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR - MaRDI portal

A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR (Q3685049)

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A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR
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    A UNIFIED APPROACH TO CONFIDENCE BOUNDS FOR THE AUTOREGRESSIVE SPECTRAL ESTIMATOR (English)
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    1985
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    maximum entropy method
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    multiple comparisons
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    stationary time series
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    unified method
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    autoregressive spectral estimate
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    confidence intervals
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    simultaneous confidence band
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    approximate method
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