APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS (Q4354749)

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scientific article; zbMATH DE number 1062041
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APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS
scientific article; zbMATH DE number 1062041

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    APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS (English)
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    15 November 1998
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    Gaussian AR(1) processes
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    Edgeworth approximation
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    saddlepoint approximation
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