Simultaneous Confidence Bands for Autoregressive Spectra
针对自回归谱估计缺乏置信区间方法的问题,提出利用Scheffé投影确定渐近同时置信带的方法,并给出示例。
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 Scheffé projections.