Pages that link to "Item:Q1088354"
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The following pages link to Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354):
Displaying 10 items.
- Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
- Normalizing transformations of some statistics of Gaussian ARMA processes (Q908634) (← links)
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
- Asymptotic expansions of Bayes estimators for small diffusions (Q1326339) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes (Q2640293) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)