Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Year of publication: |
2004
|
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Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 3, p. 464-484
|
Subject: | ARFIMA | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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