Valid edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Donald W. K. Andrews; Offer Lieberman
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Lieberman, Offer |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 4, p. 710-734
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003004708