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Simultaneous Confidence Bands for Autoregressive Spectra
H. Joseph Newton and Marcello Pagano
Vol. 71, No. 1 (Apr., 1984), pp. 197-202
Stable URL: http://www.jstor.org/stable/2336414
Page Count: 6
You can always find the topics here!Topics: Spectral energy distribution, Spectral bands, Estimators, Autoregressive models, Covariance, Consistent estimators, Time series models, Point estimators, Spectral methods, Statistical estimation
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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.
Biometrika © 1984 Biometrika Trust