Pages that link to "Item:Q3161673"
From MaRDI portal
The following pages link to Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673):
Displayed 12 items.
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Blockwise empirical likelihood for time series of counts (Q631632) (← links)
- Adjusted blockwise empirical likelihood for long memory time series models (Q1663616) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Empirical likelihood for moving average models (Q5078576) (← links)
- Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data (Q5095205) (← links)
- Empirical likelihood methods for discretely observed Gaussian moving averages (Q5222386) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)