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

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Latest revision as of 07:03, 21 July 2024

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Saddlepoint approximations for short and long memory time series: a frequency domain approach
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    Saddlepoint approximations for short and long memory time series: a frequency domain approach (English)
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    19 December 2019
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    periodogram
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    tilted Edgeworth expansion
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    macroeconomic time series
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    relative error
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    Whittle's estimator
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