ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS
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Publication:4727185
DOI10.1111/j.1467-9892.1987.tb00440.xzbMath0617.62021OpenAlexW2063978835MaRDI QIDQ4727185
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00440.x
time seriessampling distributionmixture of Gaussian distributionsserial correlationsEdgeworth type expansion
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cites Work
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- THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
- A method for the derivation of limit theorems for sums of m-dependent random variables
- Econometric Estimators and the Edgeworth Approximation
- Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
- A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
- On methods of asymptotic approximation for multivariate distributions
- Asymptotic Expansions for a Class of Distribution Functions
- On the Asymptotic Distributions of Certain Statistics Used in Testing the Independence Between Successive Observations from a Normal Population
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