EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
| Year of publication: |
2004
|
|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C.B. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 03, p. 464-484
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |