Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (Q4677040): Difference between revisions
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| Property / cites work: VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES / rank | |||
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| Property / cites work: Large deviations for quadratic forms of stationary Gaussian processes / rank | |||
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| Property / cites work: Q3247378 / rank | |||
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| Property / cites work: EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER / rank | |||
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| Property / cites work: Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process / rank | |||
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| Property / cites work: Asymptotic theory of statistical inference for time series / rank | |||
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Latest revision as of 10:35, 10 June 2024
scientific article; zbMATH DE number 2169612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra |
scientific article; zbMATH DE number 2169612 |
Statements
Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra (English)
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20 May 2005
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asymptotic expansion
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long memory
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singularity
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spectral density
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Toeplitz matrix
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