Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 46 (1994)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Carlos Velasco & Peter M. Robinson, 2001.
"Edgeworth expansions for spectral density estimates and studentized sample mean,"
LSE Research Online Documents on Economics
315, London School of Economics and Political Science, LSE Library.
- Velasco, Carlos & Robinson, Peter M., 2001. "Edgeworth Expansions For Spectral Density Estimates And Studentized Sample Mean," Econometric Theory, Cambridge University Press, vol. 17(03), pages 497-539, June.
- Peter M. Robinson & Carlos Velasco, 2000. "Edgeworth expansions for spectral density estimates and studentized sample mean," LSE Research Online Documents on Economics 2148, London School of Economics and Political Science, LSE Library.
- Kakizawa, Yoshihide, 2007. "Moderate deviations for quadratic forms in Gaussian stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 992-1017, May.
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