000 00615nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aLieberman, Offer and Phillips, Peter C.B
240 _aEconometrics Journal (3 Issues per Annualy)
245 _aExpansions for approximate maximum likelihood estimators of the fractional difference parameter
246 _aJ5710
_f2005
260 _c2005
300 _bV. 08
_cIssue. 3
_a367-379
366 _b2005
366 _bNov
650 _aEconometrics
653 _aARFIMA;Bootstrap;Edgeworth expansion;Fractional differencing;Pivotal statistic;
942 _cJA
999 _c42771
_d42771