Edgeworth expansions for spectral mean estimates with applications to Whittle estimates

DOI10.1007/BF00773475zbMath0824.62010MaRDI QIDQ1895423

Daniel Janas

Publication date: 12 November 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionslinear processesCramer's conditiondistributions of spectral mean estimatesWhittle estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Moderate deviations for quadratic forms in Gaussian stationary processes ⋮ Asymptotic expansions for sums of block-variables under weak dependence ⋮ CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA ⋮ Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance ⋮ Saddlepoint approximations for short and long memory time series: a frequency domain approach

Cites Work

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• Higher order asymptotic theory for time series analysis
• On the validity of the formal Edgeworth expansion
• SPECTRAL ANALYSIS WITH TAPERED DATA
• On the Distribution of Some Statistical Estimates of Spectral Density
• Higher order approximations for autocovariances from linear processes with applications
• Asymptotic expansions for sums of weakly dependent random vectors
• An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion

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