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Correction: A Note on the Asymptotic Efficiency of an Asymptotically Normal Estimator Sequence

✍ Scribed by A. M. Walker


Book ID
125789199
Publisher
Blackwell Publishing
Year
1967
Tongue
English
Weight
129 KB
Volume
29
Category
Article
ISSN
0035-9246

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A Note on the Asymptotic Normality of Sa
✍ Shuyuan He πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 332 KB

We consider a stationary time series [X t ] given by X t = k= & k Z t&k , where [Z t ] is a strictly stationary martingale difference white noise. Under assumptions that the spectral density f (\*) of [X t ] is squared integrable and m { |k| m 2 k Γ„ 0 for some {>1Γ‚2, the asymptotic normality of the