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

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-Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
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+Elvezio Ronchetti
@@ Property / author: Elvezio Ronchetti / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2018.10.009
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+W2969750319
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+Saddlepoint approximations for continuous-time Markov processes
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+VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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+Publication:2280588