Valid Edgeworth expansions for the whittle maximum likelihood estimator for stationary long-memory Gaussian time series

Econometric Theory

Volumn 21, Issue 4, 2005, Pages 710-734

  Andrews, Donald W K ^a   Lieberman, Offer ^a,b  

^a YALE UNIVERSITY   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17444403005     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050383     Document Type: Article

References (25)

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