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 : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 4, p. 710-734
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