Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016): Difference between revisions

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Revision as of 14:24, 10 February 2024

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Edgeworth expansions for semiparametric Whittle estimation of long memory.
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    Edgeworth expansions for semiparametric Whittle estimation of long memory. (English)
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    1 July 2004
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    empirical expansions
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    bias correction
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