Estimation of Linear Regression Confidence Bands in Case of Correlated Noise
Anna G. Chunovkina, Alexander V. Stepanov · 2019
Basing on generalized least squares method and Monte Carlo simulation techniques, linear regression confidence bands are calculated in the case of correlated noise. Exponentially correlated Gaussian noise is considered. Comparison with the confidence band obtained for white noise is presented using the methodology of metrological assessment of measurement data processing algorithms.