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Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 16 (2000) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
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Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2012) 2, pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
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ARTICLES - Valid Edgeworth Expansion for the Sample Autocorrelation Function under Long Range Dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-276
Persistent link: https://www.econbiz.de/10006980327
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ARTICLES - Small-Sample Likelihood-Based Inference in the ARFIMA Model
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 16 (2000) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10006984134
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ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
Lieberman, Offer; Rosemarin, Roy; Rousseau, Judith - In: Econometric theory 28 (2011) 2, pp. 457-471
Persistent link: https://www.econbiz.de/10009847395