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On the calculation of cumulants of estimators arising from a linear time series regression model - MaRDI portal

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
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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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