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Edgeworth expansions for spectral mean estimates with applications to Whittle estimates - MaRDI portal

Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (Q1895423)

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scientific article; zbMATH DE number 786360
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English
Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
scientific article; zbMATH DE number 786360

    Statements

    Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (English)
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    12 November 1995
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    Cramer's condition
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    distributions of spectral mean estimates
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    linear processes
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    Edgeworth expansions
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    Whittle estimates
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    Identifiers