Open AccessCornish–Fisher expansions for sample autocovariances and other functions of sample moments of linear processes
Author(s) -
Christopher S. Withers,
Saralees Nadarajah
Publication year - 2012
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/10-bjps126
Subject(s) - autocovariance , mathematics , sample (material) , autocorrelation , cornish , statistics , mathematical analysis , fourier transform , linguistics , chemistry , philosophy , chromatography