Higher-order approximations for frequency domain time series regression (Q1305643)

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scientific article; zbMATH DE number 1342871
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    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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