Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588): Difference between revisions

@@ Property / author @@
-Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
-Normal rank
@@ Property / author @@
+Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2018.10.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2969750319
@@ Property / OpenAlex ID: W2969750319 / rank @@
+Normal rank
@@ Property / cites work @@
+Saddlepoint approximations for continuous-time Markov processes
+Normal rank
@@ Property / cites work @@
+VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
+Normal rank
@@ Property / cites work @@
+Q3825928
@@ Property / cites work: Q3825928 / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting long-memory models by generalized linear regression
+Normal rank
@@ Property / cites work @@
+Long-Memory Processes
@@ Property / cites work: Long-Memory Processes / rank @@
+Normal rank
@@ Property / cites work @@
+An exponential model for the spectrum of a scalar time series
+Normal rank
@@ Property / cites work @@
+Applied Asymptotics
@@ Property / cites work: Applied Asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series
@@ Property / cites work: Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Small sample effects in time series analysis: A new asymptotic theory and a new estimate
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+Saddlepoint Approximations in Statistics
@@ Property / cites work: Saddlepoint Approximations in Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+Approximations for densities of sufficient estimators
+Normal rank
@@ Property / cites work @@
+Trends versus Random Walks in Time Series Analysis
+Normal rank
@@ Property / cites work @@
+General Saddlepoint Approximations with Applications to L Statistics
+Normal rank
@@ Property / cites work @@
+Small sample asymptotic expansions for multivariate M-estimates
+Normal rank
@@ Property / cites work @@
+Relative errors for bootstrap approximations of the serial correlation coefficient
+Normal rank
@@ Property / cites work @@
+General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
+Normal rank
@@ Property / cites work @@
+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood and its application. A general approach to optimal parameter estimation
+Normal rank
@@ Property / cites work @@
+Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
+Normal rank
@@ Property / cites work @@
+Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
+Normal rank
@@ Property / cites work @@
+Q2859015
@@ Property / cites work: Q2859015 / rank @@
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for Whittle estimation under long-range dependence
+Normal rank
@@ Property / cites work @@
+Series approximation methods in statistics.
@@ Property / cites work: Series approximation methods in statistics. / rank @@
+Normal rank
@@ Property / cites work @@
+EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS
+Normal rank
@@ Property / cites work @@
+A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
+Normal rank
@@ Property / cites work @@
+SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL
+Normal rank
@@ Property / cites work @@
+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
+Normal rank
@@ Property / cites work @@
+Climate time series analysis. Classical statistical and bootstrap methods
+Normal rank
@@ Property / cites work @@
+Q4410087
@@ Property / cites work: Q4410087 / rank @@
+Normal rank
@@ Property / cites work @@
+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
+Normal rank
@@ Property / cites work @@
+Higher-order improvements of the sieve bootstrap for fractionally integrated processes
+Normal rank
@@ Property / cites work @@
+Q4682143
@@ Property / cites work: Q4682143 / rank @@
+Normal rank
@@ Property / cites work @@
+Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
+Normal rank
@@ Property / cites work @@
+Q3730889
@@ Property / cites work: Q3730889 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2905120
@@ Property / cites work: Q2905120 / rank @@
+Normal rank
@@ Property / cites work @@
+Small-Sample Confidence Intervals
@@ Property / cites work: Small-Sample Confidence Intervals / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Sample Econometrics
@@ Property / cites work: Finite Sample Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank
@@ Property / cites work @@
+Higher-order approximations for frequency domain time series regression
+Normal rank
@@ Property / cites work @@
+ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE
+Normal rank