Janas, Daniel
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.
| Document 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 > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Uncontrolled Keywords: | Cramér's condition; Edgeworth expansion; linear process; spectral mean estimates; Whittle estimates |
| Series: | Beiträge zur Statistik > Beiträge |
