VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
DOI10.1111/J.1467-9892.1984.TB00377.XzbMATH Open0554.62077OpenAlexW1963857573MaRDI QIDQ3217481FDOQ3217481
Authors: Masanobu Taniguchi 
Publication date: 1984
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1984.tb00377.x
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Cites Work
- On the validity of the formal Edgeworth expansion
- Title not available (Why is that?)
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Econometric Estimators and the Edgeworth Approximation
- A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
- An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
- Estimation for autoregressive moving average models in the time and frequency domains
Cited In (8)
- A Theorem of Validity for Edgeworth Expansions
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- Edgeworth expansions in Gaussian autoregression
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes
- Transformations of multivariate Edgeworth type expansions
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
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