Janas, Daniel
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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 |
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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 |