Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016)
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scientific article; zbMATH DE number 2077801
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| English | Edgeworth expansions for semiparametric Whittle estimation of long memory. |
scientific article; zbMATH DE number 2077801 |
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Edgeworth expansions for semiparametric Whittle estimation of long memory. (English)
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1 July 2004
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empirical expansions
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bias correction
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0.838776707649231
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0.8134492039680481
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0.808485746383667
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0.7977632880210876
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0.7945439219474792
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