Offer Lieberman

CFDPs

CFDP 1378	Donald W. K. Andrews, Offer Lieberman, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," (August 2002) [42pp, Abstract]
CFDP 1374	Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," (June 2002) [22pp, Abstract] (See: 1141)
CFDP 1361	Donald W. K. Andrews, Offer Lieberman, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," (April 2002) [25pp, Abstract] (See: 1162)
CFDP 1351	Offer Lieberman, Judith Rousseau, David M. Zucker, "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process," (January 2002) [36pp, Abstract]
CFDP 1349	F. Comte, Offer Lieberman, "Asymptotic Theory for Multivariate GARCH Processes," (December 2001) [23pp, Abstract]
CFDP 1348	Offer Lieberman, "Penalised Maximum Likelihood Estimation for Fractional Gaussian Processes," (December 2001) [14pp, Abstract]
CFDP 1308	Offer Lieberman, Peter C. B. Phillips, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," (July 2001) [14pp, Abstract]