Edgeworth expansions for semiparametric Whittle estimation of long memory.
type: Item
instance of: scholarly article
title: Edgeworth expansions for semiparametric Whittle estimation of long memory.
zbMATH Open document ID: 1041.62012
published in: The Annals of Statistics
publication date: 2004-07-01T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1059655915
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 2077801
zbMATH Keywords: empirical expansions
zbMATH Keywords: bias correction
author: L. Giraitis
author: Peter M. Robinson
MaRDI profile type: Publication
OpenAlex ID: W2298370424
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DOI: 10.1214/AOS/1059655915
description: scientific article; zbMATH DE number 2077801