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Edgeworth expansions for spectral mean estimates with applications to Whittle estimates

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  • Daniel Janas

Abstract

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Suggested Citation

  • Daniel Janas, 1994. "Edgeworth expansions for spectral mean estimates with applications to Whittle estimates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 667-682, December.
    • Handle: RePEc:spr:aistmt:v:46:y:1994:i:4:p:667-682
    DOI: 10.1007/BF00773475
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    Citations

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    Cited by:

    1. Daniel Janas & Rainer von Sachs, 1995. "Consistency For Non‐Linear Functions Of The Periodogram Of Tapered Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(6), pages 585-606, November.
    2. Kakizawa, Yoshihide, 2007. "Moderate deviations for quadratic forms in Gaussian stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 992-1017, May.
    3. Velasco, Carlos & Robinson, Peter M., 2001. "Edgeworth Expansions For Spectral Density Estimates And Studentized Sample Mean," Econometric Theory, Cambridge University Press, vol. 17(3), pages 497-539, June.
    4. La Vecchia, Davide & Ronchetti, Elvezio, 2019. "Saddlepoint approximations for short and long memory time series: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 213(2), pages 578-592.
    5. Kun Chen & Ngai Hang Chan & Chun Yip Yau, 2020. "Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1159-1173, October.
    6. Peter M Robinson & Carlos Velasco, 2000. "Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539," STICERD - Econometrics Paper Series 390, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

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