VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE
| Year of publication: |
2001
|
|---|---|
| Authors: | Lieberman, Offer ; Rousseau, Judith ; Zucker, David M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 17.2001, 01, p. 257-275
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |