APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS

DOI10.14490/JJSS1995.26.161zbMath0899.62015OpenAlexW1979929638MaRDI QIDQ4354749

Yoshihide Kakizawa

Publication date: 15 November 1998

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.26.161

zbMATH Keywords

saddlepoint approximationEdgeworth approximationGaussian AR(1) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

On exponential rates of estimators of the parameter in the first-order autoregressive process

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