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Offer Lieberman
Offer Lieberman
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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
]
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