Edgeworth expansions for semiparametric Whittle estimation of long memory

Giraitis, L. and Robinson, P.M. (2003) Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics, 31 (4). pp. 1325-1375. ISSN 0090-5364

Abstract

Metadata

Authors/Creators:
  • Giraitis, L. (lg8@york.ac.uk)
  • Robinson, P.M.
Institution: The University of York
Academic Units: The University of York > Mathematics (York)
The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 28 Aug 2009 10:43
Last Modified: 28 Aug 2009 10:43
Published Version: http://dx.doi.org/10.1214/aos/1059655915
Status: Published
Publisher: Institute of Mathematical Statistics
Identification Number: 10.1214/aos/1059655915

Share / Export

Statistics