Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
type: Item
instance of: scholarly article
title: Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
zbMATH Open document ID: 1067.62021
author: Offer Lieberman
author: Judith Rousseau
author: David M. Zucker
published in: The Annals of Statistics
publication date: 2004-05-18T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E17
zbMATH DE Number: 2064484
zbMATH Keywords: long memory processes
zbMATH Keywords: ARFIMA models
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1051027882
OpenAlex ID: W3121167924
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DOI: 10.1214/AOS/1051027882
description: scientific article; zbMATH DE number 2064484