Second-order robustness for time series inference

DOI10.1007/S11203-023-09296-WOpenAlexW4386946810MaRDI QIDQ6155084

Masanobu Taniguchi, Yan Liu, Xiaofei Xu

Publication date: 16 February 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-023-09296-w

zbMATH Keywords

spectral densityEdgeworth expansionGaussian stationary processWhittle estimatorsecond-order robustness

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites Work

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