Directly to content
  1. Publishing |
  2. Search |
  3. Browse |
  4. Recent items rss |
  5. Open Access |
  6. Jur. Issues |
  7. DeutschClear Cookie - decide language by browser settings

Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates

Janas, Daniel

[img]
Preview
PDF, English
Download (88kB) | Terms of use

Citation of documents: Please do not cite the URL that is displayed in your browser location input, instead use the DOI, URN or the persistent URL below, as we can guarantee their long-time accessibility.

Abstract

We prove that the distributions of spectral mean estimates fromlinear processes admit Edgeworth expansions. As a consequence, Edgeworthexpansions are valid for Whittle estimates.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 20 Jun 2016 08:43
Date: July 1993
Number of Pages: 22
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Uncontrolled Keywords: Cramér's condition; Edgeworth expansion; linear process; spectral mean estimates; Whittle estimates
Schriftenreihe ID: Beiträge zur Statistik > Beiträge
About | FAQ | Contact | Imprint |
OA-LogoDINI certificate 2013Logo der Open-Archives-Initiative