eprintid: 21351
rev_number: 12
eprint_status: archive
userid: 2326
dir: disk0/00/02/13/51
datestamp: 2016-06-20 08:43:48
lastmod: 2016-06-21 07:23:29
status_changed: 2016-06-20 08:43:48
type: workingPaper
metadata_visibility: show
creators_name: Janas, Daniel
title: Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates
subjects: 510
divisions: 110400
keywords: Cramér's condition; Edgeworth expansion; linear process; spectral mean estimates; Whittle estimates
abstract: We prove that the distributions of spectral mean estimates fromlinear processes admit Edgeworth expansions. As a consequence, Edgeworthexpansions are valid for Whittle estimates.
date: 1993-07
id_scheme: DOI
id_number: 10.11588/heidok.00021351
schriftenreihe_cluster_id: sr-10a
schriftenreihe_order: 09
ppn_swb: 1657247201
own_urn: urn:nbn:de:bsz:16-heidok-213513
language: eng
bibsort: JANASDANIEEDGEWORTHE199307
full_text_status: public
place_of_pub: Heidelberg
pages: 22
citation:   Janas, Daniel  (1993) Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates.  [Working paper]     
document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/21351/1/beitrag.09.pdf