REFERENCES
- Beran , J. 1994 . Statistics for Long-Memory Processes New York : Chapman & Hall .
- Fox , R. and Taqqu , M. S. 1986 . Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series . Annals of Statistics , 14 : 517 – 532 .
- Dahlhaus , R. 1989 . Efficient parameter estimation for self-similar processes . Annals of Statistics , 17 : 1749 – 1766 .
- Barndorff-Nielsen , O. E. and Blaesild , P. 1986 . A note on the calculation of Bartlett adjustments . J.R. Statist. Soc. B , 48 : 353 – 358 .
- Murray , M. K. and Rice , J. W. 1993 . Differential Geometry and Statistics New York : Chapman & Hall .
- Rao , C. R. Asymptotic efficiency and limiting information . Proc. Fourth Berkeley Symposium on Mathematical Statistics and Probability . Edited by: Neyman , J. Vol. 1 , pp. 531 – 545 . University of California Press .
- Rao , C. R. 1962 . Efficient estimates and optimum inference procedures in large samples (with discussion) . Journal of the Royal Statistical Society, B , 24 : 46 – 72 .
- Rao , C. R. 1963 . Criteria of estimation in large samples . Sankhyā, A , 25 : 189 – 206 .
- Amari , S. 1987 . “ Differential-geometrical theory in Statistics – towards new developments ” . In Differential Geometry in Statistical Inference , IMS Monograph Series Hayward : Institute of Mathematical Statistics .
- Ravishanker , N. , Melnick , E. L. and Tsai , C. L. 1990 . Differential geometry of ARMA models . Journal of Time Series Analysis , 11 : 259 – 274 .
- Efron , B. 1975 . Defining the curvature of a statistical problem (with application to second order efficiency) (with discussion) . Annals of Statistics , 3 : 1189 – 1242 .
- Amari , S. 1985 . “ Lecture notes in Statistics ” . In Differential-Geometrical methods in Statistics New York : Springer-Verlag .
- Taniguchi , M. 1983 . On the second-order asymptotic efficiency of estimators of Gaussian ARMA processes . Annals of Statistics , 11 : 157 – 169 .
- Hille , E. 1950 . Analytical Function Theory Vol. 1 , Lexington, MA Lexington
- Gradshteyn , I. S. and Ryzhik , I. M. 1965 . Tables of Integrals, Series and Products New York : Academic Press .
- Kashyap , R. L. and Eom , K. B. 1988 . Estimation in long-memory time series model . Journal of Time Series Analysis , 9 : ), 35 – 41 .
- Cheung , Y. W. and Diebold , F. X. 1994 . On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean . J. Econometrics , 62 : 301 – 316 .
- Akahira , M. and Takeuchi , K. 1981 . “ Lecture Notes in Statistics ” . In Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency Vol. 7 , New York : Springer-Verlag .
- Taniguchi , M. 1991 . “ Lecture Notes in Statistics ” . In Higer Order Asymptotic Theory for Time Series Analysis Vol. 68 , New York : Springer-Verlag .