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Approximate confidence sets for a stationary AR(p) process
Affiliation:1. Oxford Centre for Functional MRI of the Brain, University of Oxford, Oxford, UK;2. Global Imaging Unit, GlaxoSmithKline, London, UK;3. Department of Psychiatry, Yale University School of Medicine, New Haven, CT, USA;4. Wellcome Trust Centre for Neuroimaging, UCL Institute of Neurology, London, UK;5. Department of Statistics & Warwick Manufacturing Group, University of Warwick, Coventry, UK;1. School of Public Health, Postgraduate Institute of Medical Education and Research (PGIMER), Chandigarh 160012, India;2. Department of Environment Studies, Panjab University, Chandigarh 160014, India;3. Department of Pulmonary Medicine, Postgraduate Institute of Medical Education and Research (PGIMER), Chandigarh 160012, India
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