Simultaneous confidence bands for Yule-Walker estimators and order selection

Johannes Moritz Jirak

Simultaneous confidence bands for Yule-Walker estimators and order selection

Johannes Moritz Jirak

Institute of Statistics (5060)

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	494-528
Journal	The Annals of Statistics
Volume	40
Issue number	1
Publication status	Published - 2012

Fields of Expertise

Information, Communication & Computing

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

Cite this

@article{c38ab5960c1a4666a28aa851aa24b4b9,

title = "Simultaneous confidence bands for Yule-Walker estimators and order selection",

author = "Jirak, {Johannes Moritz}",

year = "2012",

language = "English",

volume = "40",

pages = "494--528",

journal = "The Annals of Statistics",

issn = "2168-8966",

publisher = "Institute of Mathematical Statistics",

number = "1",

}

TY - JOUR

T1 - Simultaneous confidence bands for Yule-Walker estimators and order selection

AU - Jirak, Johannes Moritz

PY - 2012

Y1 - 2012

UR - http://www.imstat/org/aos/

UR - http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1336396181

M3 - Article

SN - 2168-8966

VL - 40

SP - 494

EP - 528

JO - The Annals of Statistics

JF - The Annals of Statistics

IS - 1

ER -

Simultaneous confidence bands for Yule-Walker estimators and order selection

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this

Simultaneous confidence bands for Yule-Walker estimators and order selection

Fields of Expertise

Treatment code (Nähere Zuordnung)

Other files and links

Projects

Asymptotic and Statistical Analysis of Time Series in Economy and Finance

Cite this