Approximating the Exact Finite Sample Distribution of a Spectral Estimator

DOI10.2307/1913642zbMATH Open0375.62088OpenAlexW1987816974MaRDI QIDQ4153978FDOQ4153978

Authors: D. S. Poskitt 

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913642

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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