On plug-in estimation of long memory models

Keyphrases

• Maximum Likelihood Estimator 100%
• Long Memory Models 100%
• Plug-in Estimator 100%
• ARFIMA 40%
• Bartlett Identity 40%
• Econometrics 20%
• Finite Sample 20%
• Log-likelihood Ratio 20%
• Maximizers 20%
• Spectral Density 20%
• Additional Term 20%
• F(R) 20%
• Unknown Mean 20%
• Asymptotic Expansion 20%
• Consistent Estimator 20%
• Parameter Vector 20%
• Bias Term 20%
• Monte Carlo Simulation Study 20%
• Information Matrix 20%
• Asymptotically Normal 20%
• Full Parameter 20%
• Plug-in Principle 20%
• Second-order Bias 20%

Mathematics

• Maximum Likelihood Estimator 100%
• Statistics 20%
• Spectral Density 20%
• Simulation Study 20%
• Gaussian Distribution 20%
• Asymptotic Expansion 20%
• Maximizer 20%
• Information Matrix 20%
• Monte Carlo 20%
• Parameter Vector 20%
• Consistent Estimator 20%