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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. - 2002
Persistent link: https://www.econbiz.de/10001640913
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Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596327
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Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001694737
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Error bounds and asymptotoic expansions for Toeplitz product functionals of unbounded spectra
Lieberman, Offer; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001673807
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Valid Edgeworth expansion for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001666393
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Penalised maximum likelihood estimation for fractional Gaussian processes
Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637160
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A symptotic theory or multivariate GARCH processes
Comte, Fabienne; Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637163
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Rule-based and case-based reasoning in housing prices
Gayer, Gabrielle; Gilboa, Itzhak; Lieberman, Offer - 2004
Persistent link: https://www.econbiz.de/10002454519
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Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer; Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148145
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Empirical similarity
Gilboa, Itzhak; Lieberman, Offer; Schmeidler, David - 2004
Persistent link: https://www.econbiz.de/10002380585