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~person:"Andrews, Donald W. K."
~subject:"Induktive Statistik"
~subject:"Stochastischer Prozess"
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Andrews, Donald W. K.
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Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.
;
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
4
,
pp. 710-734
Persistent link: https://www.econbiz.de/10003004708
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