Simultaneous confidence bands in spectral density estimation
谱密度估计的同时置信带
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. A studentized statistic is used to determine the width of the band at each frequency and a frequency-domain bootstrap approach is employed to estimate the distribution of the supremum of this statistic over all frequencies. We prove by means of strong…