Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter
Year of publication: |
2004
|
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Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2004 erstellt |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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