Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
- Daniel Janas
DOIAbstract
Cramér's condition, Edgeworth expansion, linear process, spectral mean estimates, Whittle estimates,
Cramér's condition, Edgeworth expansion, linear process, spectral mean estimates, Whittle estimates,
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
Many important statistics can be written as functions of sample means of vector variables. A fundame...
We prove that the distributions of spectral mean estimates fromlinear processes admit Edgeworth expa...
We establish valid Edgeworth expansions for the distribution of smoothed non-parametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter ...
This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter es...
An operator form of asymptotic expansions for Markov chains is established. Coefficients are given e...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
Many important statistics can be written as functions of sample means of vector variables. A fundame...
We prove that the distributions of spectral mean estimates fromlinear processes admit Edgeworth expa...
We establish valid Edgeworth expansions for the distribution of smoothed non-parametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral est...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter ...
This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter es...
An operator form of asymptotic expansions for Markov chains is established. Coefficients are given e...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
We establish valid Edgeworth expansions for the distribution of smoothed nonparametric spectral esti...
Many important statistics can be written as functions of sample means of vector variables. A fundame...
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