Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
| Year of publication: |
1994
|
|---|---|
| Authors: | Janas, Daniel |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 4, p. 667-682
|
| Publisher: |
Springer |
| Subject: | Cramér's condition | Edgeworth expansion | linear process | spectral mean estimates | Whittle estimates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169251