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Volumn 25, Issue 5, 2004, Pages 733-753

Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra;Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra

Author keywords

Asymptotic expansion; Higher cumulants; Long memory; Singularity; Spectral density; Toeplitz matrix; higher order cumulants of quadratic forms of Gaussian vectors; long memory; Trace approximation

Indexed keywords


EID: 3943064934     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/jtsa.12690     Document Type: Erratum
Times cited : (12)

References (13)
  • 2
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    • On bilinear forms in Gaussian random variables and toeplitz matrices
    • AVRAM, F. (1988) On bilinear forms in Gaussian random variables and Toeplitz matrices. Probability Theory and Related Fields 79, 37-45.
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    • Avram, F.1
  • 4
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    • Efficient parameter estimation for self-similar processes
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    • Dahlhaus, R.1
  • 5
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    • A likelihood approximation for locally stationary processes
    • DAHLHAUS, R. (2000) A likelihood approximation for locally stationary processes. Annals of Statistics 28, 1762-94.
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    • Dahlhaus, R.1
  • 6
    • 0001340698 scopus 로고
    • Central limit theorems for quadratic forms in random variables having long-range dependence
    • FOX, R. and TAQQU, M. S. (1987) Central limit theorems for quadratic forms in random variables having long-range dependence. Probability Theory and Related Fields 74, 213-40.
    • (1987) Probability Theory and Related Fields , vol.74 , pp. 213-240
    • Fox, R.1    Taqqu, M.S.2
  • 7
    • 84964927565 scopus 로고
    • Berkeley CA: University of California Press, 2nd edn, Chelsea, New York
    • GRENANDER, U. and SZEGÖ, G. (1956). Toeplitz Forms and Their Applications. Berkeley CA: University of California Press, ((2nd edn, Chelsea, New York, 1984).
    • (1956) Toeplitz Forms and Their Applications
    • Grenander, U.1    Szegö, G.2
  • 8
    • 84972538834 scopus 로고
    • Toeplitz matrices, translation kernels and related problem in probability theory
    • KAC, M. (1954) Toeplitz matrices, translation kernels and related problem in probability theory. Duke Mathematics Journal 21, 501-9.
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    • Kac, M.1
  • 9
    • 2542592512 scopus 로고    scopus 로고
    • Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
    • In Press
    • LIEBERMAN, O. and PHILLIPS, P. C. B. (2004) Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter. Econometric Theory 20, 464-84 (In Press).
    • (2004) Econometric Theory , vol.20 , pp. 464-484
    • Lieberman, O.1    Phillips, P.C.B.2
  • 10
    • 0038026190 scopus 로고    scopus 로고
    • Valid Edgeworth expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent series
    • LIEBERMAN, O., ROUSSEAU, J. and ZUCKER, D. M. (2003) Valid Edgeworth expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent series. Annals of Statistics 31, 586-612.
    • (2003) Annals of Statistics , vol.31 , pp. 586-612
    • Lieberman, O.1    Rousseau, J.2    Zucker, D.M.3
  • 11
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    • On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
    • TANIGUCHI, M. (1983) On the second order asymptotic efficiency of estimators of Gaussian ARMA processes. Annals of Statistics 11, 157-69.
    • (1983) Annals of Statistics , vol.11 , pp. 157-169
    • Taniguchi, M.1


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