Valid edgeworth expansion for the sample autocorrelation function under long range dependence

Econometric Theory

Volumn 17, Issue 1, 2001, Pages 257-275

  Lieberman, Offer ^a   Rousseau, Judith ^b   Zucker, David M ^c  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b CREST   (France)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035627770     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466601171094     Document Type: Article

References (14)

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