Approximations for densities of sufficient estimators
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Publication:3876821
DOI10.1093/biomet/67.2.311zbMath0436.62020MaRDI QIDQ3876821
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.2.311
saddlepoint approximation; time series; conditional density; multivariate Edgeworth expansion; circular autoregressive process; densities of sufficient estimators
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
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