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

Kreiss, Jens-PeterJens-PeterKreissLeucht, AnneAnneLeuchtPaparoditis, EfstathiosEfstathiosPaparoditis2024-07-232024-07-232024https://fis.uni-bamberg.de/handle/uniba/96614engGaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Densitypreprint10.48550/arxiv.2407.123162407.12316