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Asymptotic simultaneous confidence bands for vector autoregressive spectra |
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| Authors: | Hrafnkelsson B; Newton HJ |
| Institution: | A1 Department of Statistics, 404 Cockins Hall, 1958 Neil Avenue, Ohio State University, Colombus, OH 43210-1247, USA E-mail: birgir@stat.ohio-state.edu A2 Department of Statistics, Texas A&M University, College Station, TX 77843-3143, USA E-mail: jnewton@stat.tamu.edu |
| Abstract: | |
| Keywords: | Periodic autoregressive process Simultaneous confidence bands Spectral density matrix Vector autoregressive process |
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