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~person:"Lieberman, Offer"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
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Lieberman, Offer
Gouriéroux, Christian
44
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001355613
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2
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
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3
An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel
;
Lieberman, Offer
-
1999
Persistent link: https://www.econbiz.de/10001391211
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4
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
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5
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
Saved in:
6
The effect of nonnormality
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000910559
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