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Edgeworth expansions for spectral mean estimates with applications to Whittle estimates


  • Daniel Janas


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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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    References listed on IDEAS

    1. Harel, Michel & Puri, Madan L., 1996. "ConditionalU-Statistics for Dependent Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 84-100, April.
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    Cited by:

    1. Kakizawa, Yoshihide, 2007. "Moderate deviations for quadratic forms in Gaussian stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 992-1017, May.
    2. 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.
    3. 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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