Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409): Difference between revisions

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+On large-sample estimation for the mean of a stationary random sequence
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+VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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+Long memory processes and fractional integration in econometrics
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+Edgeworth expansions for semiparametric Whittle estimation of long memory.
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+EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
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+Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
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+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
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+Asymptotic theory of statistical inference for time series
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