An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models
给出ARMA模型中最大似然估计的联合、边际和条件分布的Edgeworth型渐近展开技术，并展示简单ARMA模型的展开结果。
SUMMARY A technique is given for the Edgeworth type asymptotic expansion for the joint as well as marginal and conditional distributions of the maximum likelihood estimators in autoregressive moving-average (ARMA) models. Our methodology is illustrated and results on the expansions for some simple ARMA models are presented.