Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Offer Lieberman and Peter C. B. Phillips
| Year of publication: |
2005
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|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 3, p. 367-379
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| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003209151