Pages that link to "Item:Q3367409"
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The following pages link to Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409):
Displaying 3 items.
- Refined Inference on Long Memory in Realized Volatility (Q3539875) (← links)
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
- Corrigendum: Error bounds and asymptotic expansions for Toeplitz product functionals of unbounded spectra (Q6148348) (← links)