Second order optimality for estimators in time series regression models (Q873630): Difference between revisions

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-.1016/j.jmva.2006.03.003
@@ Property / DOI: 10.1016/j.jmva.2006.03.003 / rank @@
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+https://doi.org/10.1016/j.jmva.2006.03.003
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+W2026030967
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@@ Property / cites work @@
+Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
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+Q5631966
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+EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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+Higher-order approximations for frequency domain time series regression
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+Higher order approximations for Wald statistics in time series regressions with integrated processes.
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@@ Property / DOI @@
+.1016/J.JMVA.2006.03.003
@@ Property / DOI: 10.1016/J.JMVA.2006.03.003 / rank @@
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