메뉴 건너뛰기




Volumn 17, Issue 3, 2001, Pages 497-539

Edgeworth expansions for spectral density estimates and studentized sample mean

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035617104     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601173019     Document Type: Article
Times cited : (50)

References (21)
  • 2
    • 1642392753 scopus 로고
    • On the error of the estimate of the spectral function of a stationary process
    • Bentkus, R.Y. (1972) On the error of the estimate of the spectral function of a stationary process. Lithuanian Mathematical Journal 12, 55-71.
    • (1972) Lithuanian Mathematical Journal , vol.12 , pp. 55-71
    • Bentkus, R.Y.1
  • 3
    • 0142233517 scopus 로고
    • On cumulants of the spectrum estimates of a stationary time series
    • Bentkus, R.Y. (1976) On cumulants of the spectrum estimates of a stationary time series. Lithuanian Mathematical Journal 16, 37-61.
    • (1976) Lithuanian Mathematical Journal , vol.16 , pp. 37-61
    • Bentkus, R.Y.1
  • 4
  • 6
    • 0000931301 scopus 로고
    • On the validity of the formal Edgeworth expansion
    • Bhattacharya, R.N. & J.K. Ghosh (1978) On the validity of the formal Edgeworth expansion. Annals of Statistics 6, 434-451.
    • (1978) Annals of Statistics , vol.6 , pp. 434-451
    • Bhattacharya, R.N.1    Ghosh, J.K.2
  • 7
    • 0039962067 scopus 로고
    • Confidence intervals for the crosscovariance function
    • Brillinger, D.R. (1979) Confidence intervals for the crosscovariance function. Selecta Statistica Canadiana 5, 3-16.
    • (1979) Selecta Statistica Canadiana , vol.5 , pp. 3-16
    • Brillinger, D.R.1
  • 8
    • 0005334936 scopus 로고
    • An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion
    • Chibisov, D.M. (1972) An asymptotic expansion for the distribution of a statistic admitting an asymptotic expansion. Theory of Probability and Its Applications 17, 621-630.
    • (1972) Theory of Probability and Its Applications , vol.17 , pp. 621-630
    • Chibisov, D.M.1
  • 9
    • 84986840377 scopus 로고
    • Spectral analysis with tapered data
    • Dahlhaus, R. (1983) Spectral analysis with tapered data. Journal of Time Series Analysis 4, 163-175.
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 163-175
    • Dahlhaus, R.1
  • 13
    • 0010936382 scopus 로고    scopus 로고
    • Second-order correctness of the blockwise bootstrap for stationary observations
    • Götze, F. & H.R. Künsch (1996) Second-order correctness of the blockwise bootstrap for stationary observations. Annals of Statistics 24, 1914-1933.
    • (1996) Annals of Statistics , vol.24 , pp. 1914-1933
    • Götze, F.1    Künsch, H.R.2
  • 18
    • 17944375024 scopus 로고
    • Edgeworth expansions for spectral mean estimates with applications to whittle estimates
    • Janas, D. (1994) Edgeworth expansions for spectral mean estimates with applications to whittle estimates. Annals of the Institute of Mathematical Statistics, 46, 667-682.
    • (1994) Annals of the Institute of Mathematical Statistics , vol.46 , pp. 667-682
    • Janas, D.1
  • 19
    • 0347616308 scopus 로고
    • The comparison of means of sets of observations from sections of independent stochastic series
    • Jowett, G.H. (1954) The comparison of means of sets of observations from sections of independent stochastic series. Journal of the Royal Statistical Society, Series B 17, 208-227.
    • (1954) Journal of the Royal Statistical Society, Series B , vol.17 , pp. 208-227
    • Jowett, G.H.1
  • 20
    • 0001345583 scopus 로고
    • Limiting behavior of functional of higher-order sample cumulant spectra
    • Keenan, D.M. (1986) Limiting behavior of functional of higher-order sample cumulant spectra. Annals of Statistics 14, 134-151.
    • (1986) Annals of Statistics , vol.14 , pp. 134-151
    • Keenan, D.M.1
  • 21
    • 0001347684 scopus 로고
    • Approximations to some finite sample distributions associated with a first order stochastic difference equation
    • erratum, 50, 274
    • Phillips, P.C.B. (1977) Approximations to some finite sample distributions associated with a first order stochastic difference equation. Econometrica 45, 463-485; erratum, 50, 274.
    • (1977) Econometrica , vol.45 , pp. 463-485
    • Phillips, P.C.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.