Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588): Difference between revisions
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Revision as of 22:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for short and long memory time series: a frequency domain approach |
scientific article |
Statements
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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