Normalizing transformations of some statistics of Gaussian ARMA processes
| Year of publication: |
1989
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|---|---|
| Authors: | Taniguchi, M. ; Krishnaiah, P. ; Chao, R. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 41.1989, 1, p. 187-197
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| Publisher: |
Springer |
| Subject: | Edgeworth expansion | Fisher's z-transformation | Gaussian ARMA process | maximum likelihood estimator | periodogram | quasi-maximum likelihood estimator | spectral density |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616242