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• W2034276576 abstract "We prove in this paper the validity of an Edgeworth expansion to the joint distribution of the sample autocorrelations of a stationary Gaussian long memory process. The method of proof relies on a verification of the suitably modified conditions for the validity of a multivariate Edgeworth expansion of Durbin (1980, Biometrika 67, 311–333). A simulation study proves the expansion to be useful and accurate." @default.
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• W2034276576 date "2001-02-01" @default.
• W2034276576 modified "2023-09-23" @default.
• W2034276576 title "VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE" @default.
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• W2034276576 doi "https://doi.org/10.1017/s0266466601171094" @default.
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