SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRA Academic Article uri icon

abstract

  • A shortcoming in the use of autoregressive spectral estimation has been the lack of methods for placing confidence intervals or bands on the estimated spectral density. We propose and illustrate a method for determining asymptotic simultaneous confidence bands using Scheff projections. 1984 Biometrika Trust.

published proceedings

  • BIOMETRIKA

author list (cited authors)

  • NEWTON, H. J., & PAGANO, M.

citation count

  • 15

complete list of authors

  • NEWTON, HJ||PAGANO, M

publication date

  • April 1984