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Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density

Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density

Jens-Peter Kreiss
Anne Leucht
E. Paparoditis
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Papers citing "Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density"

2 / 2 papers shown
Title
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Yunyi Zhang
E. Paparoditis
D. Politis
17
2
0
26 Oct 2021
Gaussian Approximation for High Dimensional Time Series
Gaussian Approximation for High Dimensional Time Series
Danna Zhang
Wei Biao Wu
59
131
0
27 Aug 2015

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