Confidence intervals with higher accuracy for short and long-memory linear processes

DOI10.1007/s00362-021-01265-wOpenAlexW3216187575MaRDI QIDQ2165841

Masoud M. Nasari, Mohamedou Ould Haye

Publication date: 23 August 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.03742

zbMATH Keywords

confidence intervalslong memorylinear processestime series analysislimit theoremsEdgeworth expansionaccuracy of the CLT

Mathematics Subject Classification ID

Statistics (62-XX)

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