Browsing by Subject "Confidence band"

Now showing items 1-2 of 2

    • Article  

      Inference for autocorrelations in the possible presence of a unit root 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2004)
      We consider the problem of making inference for the autocorrelations of a time series in the possible presence of a unit root. Even when the underlying series is assumed to be strictly stationary, the robustness against a ...
    • Article  

      Simultaneous confidence bands in spectral density estimation 

      Neumann, M. H.; Paparoditis Efstathios, E. (2008)
      We propose a method for the construction of simultaneous confidence bands for a smoothed version of the spectral density of a Gaussian process based on nonparametric kernel estimators obtained by smoothing the periodogram. ...