Edgeworth expansions for Studentized statistics under weak dependence

DOI10.1214/09-AOS722zbMath1181.62013arXiv1001.1858MaRDI QIDQ847642

Soumendra Nath Lahiri

Publication date: 19 February 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.1858

zbMATH Keywords

linear processM-estimatorsstrong mixingCramer's conditionsmooth function modelspectral density estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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