Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation

DOI10.5705/SS.202017.0121zbMath1406.62030OpenAlexW2782431633MaRDI QIDQ4558602

Arindam Chatterjee, Soumendra Nath Lahiri

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202017.0121

zbMATH Keywords

frequency domainconfidence intervalsstationaryEdgeworth expansionstaperstudentizationspectral density estimatorsvariance stabilizing transformation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)

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