Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(7 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1111/jtsa.12465 / rank
Normal rank
 
Property / author
 
Property / author: Soumendra Nath Lahiri / rank
Normal rank
 
Property / author
 
Property / author: Soumendra Nath Lahiri / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/jtsa.12465 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2935985539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise empirical entropy tests for time series regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3600722 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian and their subordinates self-similar random generalized fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-central limit theorems for non-linear functional of Gaussian fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3399435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225474 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regenerative block empirical likelihood for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood methods with weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the moving block bootstrap under long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling methods for dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for quantiles under negatively associated samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise empirical Euclidean likelihood for weakly dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood confidence regions in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tapered empirical likelihood for time series data in time and frequency domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonstandard empirical likelihood for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A frequency domain empirical likelihood for short- and long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review of empirical likelihood methods for time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood confidence intervals for the mean of a long‐range dependent process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5471534 / rank
 
Normal rank
Property / cites work
 
Property / cites work: GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756704 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for linear models under negatively associated errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-periodogram regression of time series with long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence to fractional brownian motion and to the rosenblatt process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated processes of arbitrary Hermite rank / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise empirical likelihood for time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood inference for probability density functions under association / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood in long-memory time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood for NA series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed-b asymptotics for blockwise empirical likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128086132 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/JTSA.12465 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:27, 30 December 2024

scientific article; zbMATH DE number 7087240
Language Label Description Also known as
English
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
scientific article; zbMATH DE number 7087240

    Statements

    Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (English)
    0 references
    0 references
    0 references
    0 references
    30 July 2019
    0 references
    Geweke-Porter-Hudak estimator
    0 references
    long memory
    0 references
    M-estimator
    0 references
    non-central limit theorems
    0 references
    Wiener-Itô integrals
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references