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 |