Asymptotic simultaneous confidence bands for vector autoregressive spectra Academic Article

authors

• Newton, H. Joseph

published proceedings

• BIOMETRIKA

author list (cited authors)

• Hrafnkelsson, B., & Newton, H. J.

citation count

• 6

complete list of authors

• Hrafnkelsson, B||Newton, HJ

publication date

• January 2000

publisher

• Oxford University Press (OUP)  Publisher

published in

• Biometrika  Journal

keywords

• Periodic Autoregressive Process
• Simultaneous Confidence Bands
• Spectral Density Matrix
• Vector Autoregressive Process

Digital Object Identifier (DOI)

• 10.1093/biomet/87.1.173

start page

• 173

end page

• 182

volume

• 87

issue

• 1