ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS

DOI10.1111/j.1467-9892.1987.tb00440.xzbMath0617.62021MaRDI QIDQ4727185

Kamal C. Chanda

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00440.x

zbMATH Keywords

time series; sampling distribution; mixture of Gaussian distributions; serial correlations; Edgeworth type expansion

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Cites Work

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• THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
• A method for the derivation of limit theorems for sums of m-dependent random variables
• Econometric Estimators and the Edgeworth Approximation
• Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
• A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
• On methods of asymptotic approximation for multivariate distributions
• Asymptotic Expansions for a Class of Distribution Functions
• On the Asymptotic Distributions of Certain Statistics Used in Testing the Independence Between Successive Observations from a Normal Population