Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
by Offer Lieberman; Peter C. B. Phillips
| Year of publication: |
2001
|
|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
| Publisher: |
New Haven, Conn. |
| Subject: | ARFIMA | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | 13 S graph. Darst |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1308 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://cowles.econ.yale.edu/P/ab/a13/a1308.htm; http://cowles.econ.yale.edu/P/cd/d13a/d1308.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001596327