Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588)
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scientific article; zbMATH DE number 7145342
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| English | Saddlepoint approximations for short and long memory time series: a frequency domain approach |
scientific article; zbMATH DE number 7145342 |
Statements
Saddlepoint approximations for short and long memory time series: a frequency domain approach (English)
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19 December 2019
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periodogram
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tilted Edgeworth expansion
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macroeconomic time series
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relative error
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Whittle's estimator
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0.7990148067474365
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0.7930198311805725
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0.7881956100463867
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0.7645247578620911
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0.7638759016990662
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