SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRA

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.

authors

• Newton, H. Joseph

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

publisher

• Oxford University Press (OUP)  Publisher

published in

• Biometrika  Journal

keywords

• 38 Economics
• 3802 Econometrics
• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.1093/biomet/71.1.197

start page

• 197

end page

• 202

volume

• 71

issue

• 1

URL

• http://dx.doi.org/10.1093/biomet/71.1.197