ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
| Year of publication: |
2011
|
|---|---|
| Authors: | Lieberman, Offer ; Rosemarin, Roy ; Rousseau, Judith |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2011, 2 (3.8.), p. 457-471
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