Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation

DOI10.5705/SS.202017.0121MaRDI QIDQ4558602zbMATH OpenOpenAlexFDO

Authors A. Chatterjee, Soumendra N. Lahiri

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202017.0121

zbMATH Keywords

confidence intervalsfrequency domainEdgeworth expansionsstationarytaperstudentizationspectral density estimatorsvariance stabilizing transformation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)

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