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type_genre:"Amtsdruckschrift"
~person:"Rousseau, Judith"
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Search: subject_exact:"Schätzverfahren"
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Rousseau, Judith
Gouriéroux, Christian
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001355613
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2
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
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3
Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith
-
1997
Persistent link: https://www.econbiz.de/10000968639
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4
Expansions of penalized likelihood ratio statistics and consequences on matching priors for HPD regions
Rousseau, Judith
-
1996
Persistent link: https://www.econbiz.de/10000927786
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