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

DOI10.1111/J.1467-9892.1990.TB00041.XzbMath0691.62086OpenAlexW2032653925MaRDI QIDQ3033167

Fuminori Sakaguchi, Hideaki Sakai

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00041.x

zbMATH Keywords

simultaneous confidence bandsasymptotic theory of estimation of periodic AR processesautospectraGaussian periodic AR processmaximum entropy method spectral estimatemultichannel autoregressive process

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Simultaneous confidence bands for autoregressive spectra

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