Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process

Annals of Statistics

Volumn 31, Issue 2, 2003, Pages 586-612

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

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b UNIVERSITÉ PARIS DESCARTES   (France)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

ARFIMA models; Edgeworth expansions; Long memory processes

Indexed keywords

EID: 0038026190     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1051027882     Document Type: Article

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