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SIMULTANEOUS CONFIDENCE BANDS FOR THE SPECTRAL ESTIMATE OF TWO‐CHANNEL AUTOREGRESSIVE PROCESSES

 

作者: Hideaki Sakai,   Fuminori Sakaguchi,  

 

期刊: Journal of Time Series Analysis  （WILEY Available online 1990）
卷期: Volume 11, issue 1  

页码: 49-56

 

ISSN:0143-9782

 

年代: 1990

 

DOI:10.1111/j.1467-9892.1990.tb00041.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Multichannel autoregressive process;autospectra;simultaneous confidence bands

 

数据来源: WILEY

 

摘要:

Abstract.In this paper we derive simultaneous confidence bands for the maximum entropy method spectral estimate of two‐channel autoregressive (AR) processes by using the asymptotic theory of the estimation of periodic AR processe

 

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