HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (Q3200434)
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scientific article; zbMATH DE number 4176291
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| English | HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES |
scientific article; zbMATH DE number 4176291 |
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HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES (English)
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1991
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normalizing transformation
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Fisher's z transformation
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power comparison
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chi-square asymptotic expansions
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Gaussian ARMA process
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spectral density
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weighted estimator
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higher-order asymptotic properties
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second- order asymptotically efficient
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second-order median unbiased estimators
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third-order asymptotically efficient
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Edgeworth expansion
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simple hypothesis
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local powers
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0.99003595
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0.9001557
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0.89871734
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0.89393204
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0.8901417
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