Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for short and long memory time series: a frequency domain approach |
scientific article |
Statements
Saddlepoint approximations for short and long memory time series: a frequency domain approach (English)
0 references
19 December 2019
0 references
periodogram
0 references
tilted Edgeworth expansion
0 references
macroeconomic time series
0 references
relative error
0 references
Whittle's estimator
0 references
0 references
0 references
0 references
0 references
