Confidence intervals with higher accuracy for short and long-memory linear processes
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Publication:2165841
DOI10.1007/s00362-021-01265-wOpenAlexW3216187575MaRDI QIDQ2165841
Masoud M. Nasari, Mohamedou Ould Haye
Publication date: 23 August 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03742
confidence intervalslong memorylinear processestime series analysislimit theoremsEdgeworth expansionaccuracy of the CLT
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