Higher-order approximations for frequency domain time series regression (Q1305643)
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scientific article; zbMATH DE number 1342871
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| English | Higher-order approximations for frequency domain time series regression |
scientific article; zbMATH DE number 1342871 |
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Higher-order approximations for frequency domain time series regression (English)
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11 March 2001
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higher-order approximation
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moment expansion
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second-order efficient estimation
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semiparametric estimation
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spectral regression
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data-based bandwidth selection
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0.8966646
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0.88084465
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0.8718654
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0.86493826
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