Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-Memory Gaussian Time Series
Year of publication: |
2003
|
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Authors: | Andrews, Donald W. K. ; Lieberman, Offer |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2002 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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