On confidence bands for time series problems in the time and frequency domains

zbMath1059.62095MaRDI QIDQ1766421

Carlos I. Martínez, Aldo J. Viollaz, Raul Pedro Mentz

Publication date: 7 March 2005

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.redeabe.org.br/bjpspublishedpapers_volume17_2_pp179-211.pdf

zbMATH Keywords

tablesasymptotic independenceBonferroni inequalitysimultaneous confidence bandsautocorrelogramwindowed spectral density estimate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Inequalities; stochastic orderings (60E15) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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