TY  - GEN
EP  - 22
N2  - We prove that the distributions of spectral mean estimates fromlinear processes admit Edgeworth expansions. As a consequence, Edgeworthexpansions are valid for Whittle estimates.
A1  - Janas, Daniel
ID  - heidok21351
CY  - Heidelberg
AV  - public
Y1  - 1993/07//
KW  - Cramér's condition; Edgeworth expansion; linear process; spectral mean estimates; Whittle estimates
TI  - Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/21351/
ER  -