On the calculation of cumulants of estimators arising from a linear time series regression model (Q1176224)
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scientific article; zbMATH DE number 13851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the calculation of cumulants of estimators arising from a linear time series regression model |
scientific article; zbMATH DE number 13851 |
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On the calculation of cumulants of estimators arising from a linear time series regression model (English)
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25 June 1992
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bounds for higher-order cumulants
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linear time series regression model
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asymptotic moments
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asymptotic normality
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discrete Fourier transform
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