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Journal Article

Simultaneous Confidence Bands for Autoregressive Spectra

H. Joseph Newton and Marcello Pagano
Biometrika
Vol. 71, No. 1 (Apr., 1984), pp. 197-202
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2336414
Stable URL: http://www.jstor.org/stable/2336414
Page Count: 6
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Simultaneous Confidence Bands for Autoregressive Spectra
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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 Scheffe projections.

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