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Theory"],"published-print":{"date-parts":[[2012,4]]},"abstract":"<jats:p>Consistency, asymptotic normality, and efficiency of the maximum likelihood estimator for stationary Gaussian time series were shown to hold in the short memory case by Hannan (1973, <jats:italic>Journal of Applied Probability<\/jats:italic> 10, 130\u2013145) and in the long memory case by Dahlhaus (1989, <jats:italic>Annals of Statistics<\/jats:italic> 34, 1045\u20131047). In this paper we extend these results to the entire stationarity region, including the case of antipersistence and noninvertibility.<\/jats:p>","DOI":"10.1017\/s0266466611000399","type":"journal-article","created":{"date-parts":[[2011,9,13]],"date-time":"2011-09-13T06:47:25Z","timestamp":1315896445000},"page":"457-470","source":"Crossref","is-referenced-by-count":25,"title":["ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES"],"prefix":"10.1017","volume":"28","author":[{"given":"Offer","family":"Lieberman","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Roy","family":"Rosemarin","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Judith","family":"Rousseau","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2011,9,13]]},"reference":[{"key":"S0266466611000399_ref32","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(98)00080-3"},{"key":"S0266466611000399_ref30","doi-asserted-by":"publisher","DOI":"10.3150\/08-BEJ143"},{"key":"S0266466611000399_ref27","doi-asserted-by":"publisher","DOI":"10.1142\/3907"},{"key":"S0266466611000399_ref26","doi-asserted-by":"publisher","DOI":"10.1214\/009053605000000309"},{"key":"S0266466611000399_ref23","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9892.1988.tb00463.x"},{"key":"S0266466611000399_ref22","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176324636"},{"key":"S0266466611000399_ref20","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5254-2"},{"key":"S0266466611000399_ref19","volume-title":"Fractal Market Analysis: Applying Chaos Theory to Investment and Economics","author":"Peters","year":"1994"},{"key":"S0266466611000399_ref16","doi-asserted-by":"crossref","unstructured":"Lieberman O. , Rosemarin R. , & Rousseau J. 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