EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
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Publication:4807255
DOI10.1017/S0266466601173019zbMath1018.62013OpenAlexW3015659089MaRDI QIDQ4807255
Carlos Velasco, Peter M. Robinson
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466601173019
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)
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