Asymptotic simultaneous confidence bands for vector autoregressive spectra
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Publication:4949549
DOI10.1093/biomet/87.1.173zbMath0974.62080OpenAlexW2095077004MaRDI QIDQ4949549
Birgir Hrafnkelsson, H. Joseph Newton
Publication date: 16 December 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.1.173
simulationsvector autoregressive processspectral density matrixsimultaneous confidence bandsperiodic autoregressive process
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