Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra

DOI10.1111/jtsa.12690MaRDI QIDQ6148348

Tetsuya Takabatake

Publication date: 11 January 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

Toeplitz matrixlong memorytrace approximationhigher-order cumulants of quadratic forms of Gaussian vectors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites Work

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