{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,28]],"date-time":"2026-04-28T20:25:58Z","timestamp":1777407958812,"version":"3.51.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2001,2,7]],"date-time":"2001-02-07T00:00:00Z","timestamp":981504000000},"content-version":"unspecified","delay-in-days":6,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,2]]},"abstract":"<jats:p>We prove in this paper the validity of an Edgeworth expansion \nto the joint distribution of the sample autocorrelations of a \nstationary Gaussian long memory process. The method of proof \nrelies on a verification of the suitably modified conditions for \nthe validity of a multivariate Edgeworth expansion of Durbin (1980, \n<jats:italic>Biometrika<\/jats:italic> 67, 311\u2013333). A simulation study proves \nthe expansion to be useful and accurate.<\/jats:p>","DOI":"10.1017\/s0266466601171094","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"257-275","source":"Crossref","is-referenced-by-count":10,"title":["VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION \nFUNCTION UNDER LONG RANGE DEPENDENCE"],"prefix":"10.1017","volume":"17","author":[{"given":"Offer","family":"Lieberman","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Judith","family":"Rousseau","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"David M.","family":"Zucker","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,2,7]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601171094","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,9]],"date-time":"2019-04-09T16:10:26Z","timestamp":1554826226000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601171094\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2001,2]]}},"alternative-id":["S0266466601171094"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601171094","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,2]]}}}