Title :

Edgeworth expansions for infinite triangular arrays with applications to short and long memory processes

Author(s) :

Fay, Gilles [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Moulines, Eric [Auteur]
Laboratoire Traitement et Communication de l'Information [LTCI]
Soulier, Philippe [Auteur]
Modélisation aléatoire de Paris X [MODAL'X]

Journal title :

Statistics and Probability Letters

Pages :

275-288

Publisher :

Elsevier

Publication date :

2004-02-15

ISSN :

0167-7152

English keyword(s) :

Edgeworth expansions
Linear statistics
Linear processes
Long-range dependence

HAL domain(s) :

Mathématiques [math]/Statistiques [math.ST]

English abstract : [en]

The validity of the Edgeworth expansion for densities of linear statistics of linear processes is proved. In contrast with previous works on Edgeworth expansions for dependent processes, this result is valid under long-range ...
Show more >The validity of the Edgeworth expansion for densities of linear statistics of linear processes is proved. In contrast with previous works on Edgeworth expansions for dependent processes, this result is valid under long-range dependence.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL

Submission date :

2025-01-24T17:50:13Z