Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Edgeworth expansions for semiparametric Whittle estimation of long memory. |
scientific article |
Statements
Edgeworth expansions for semiparametric Whittle estimation of long memory. (English)
0 references
1 July 2004
0 references
empirical expansions
0 references
bias correction
0 references
0 references
0 references
0 references
0 references
0 references
0 references