Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Year of publication: |
2001
|
---|---|
Authors: | Lieberman, Offer ; Rousseau, Judith ; Zucker, David M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 1, p. 257-275
|
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation |
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