VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrews, Donald W.K. ; Lieberman, Offer |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 04, p. 710-734
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |