Edgeworth expansion for linear regression processes with long-memory errors
From MaRDI portal
Recommendations
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- Edgeworth expansion in regression models
- Edgeworth expansions for semiparametric Whittle estimation of long memory.
Cites work
- Approximations for densities of sufficient estimators
- Efficient parameter estimation for self-similar processes
- On large-sample estimation for the mean of a stationary random sequence
- On Multivariate Edgeworth Expansions
- Time series: theory and methods.
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
Cited in
(4)- Edgeworth expansions for errors-in-variables models
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
- Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
This page was built for publication: Edgeworth expansion for linear regression processes with long-memory errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3007817)
