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

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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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+Normal rank
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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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+The second-order bias and mean squared error of estimators in time-series models
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+Constrained Indirect Estimation
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+On methods of asymptotic approximation for multivariate distributions
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+Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
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+Problems with the estimation of moving average processes
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+Limit theory for the sample covariance and correlation functions of moving averages
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+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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+Approximations for densities of sufficient estimators
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+Asymptotic distribution of statistics in time series
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
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+Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation
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+Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression
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+On the distribution of the sample autocorrelation coefficients
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+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
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+Mildly explosive autoregression under weak and strong dependence
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+An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Asymptotic expansion of the sample correlation coefficient under nonnormality
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Towards a unified asymptotic theory for autoregression
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+Limit theory for moderate deviations from a unit root
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+The Validity of Nagar's Expansion for the Moments of Econometric Estimators
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+Econometric Estimators and the Edgeworth Approximation
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+Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
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+Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean
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+Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
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