Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040): Difference between revisions

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+https://doi.org/10.1080/03610926.2011.597919
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+W1963899503
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+Edgeworth Expansion for Linear Regression Processes with Long-Memory Errors
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+WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
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+Estimation When a Parameter is on a Boundary
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+VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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+Q3825928
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+On the validity of the formal Edgeworth expansion
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+FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
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+On methods of asymptotic approximation for multivariate distributions
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+Problems with the estimation of moving average processes
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+Publication:2839040