Asymptotic simultaneous confidence bands for vector autoregressive spectra

Biometrika

Volumn 87, Issue 1, 2000, Pages 173-182

  Hrafnkelsson, Birgir ^a   Joseph Newton, H ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Periodic autoregressive process; Simultaneous confidence bands; Spectral density matrix; Vector autoregressive process

Indexed keywords

EID: 33746346991     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.1.173     Document Type: Article

References (9)

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