Adjusted blockwise empirical likelihood for long memory time series models (Q1663616): Difference between revisions

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+Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
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+Comparing empirical likelihood and bootstrap hypothesis tests
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+Empirical likelihood confidence intervals for linear regression coefficients
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+Smoothed empirical likelihood confidence intervals for quantiles
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+The Invariance Principle for Stationary Processes
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+Empirical likelihood is Bartlett-correctable
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+Calibration of the empirical likelihood method for a vector mean
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+Adjusted empirical likelihood for time series models
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+Q3399435
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+Empirical likelihood methods with weakly dependent processes
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+Q4839368
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+Normal rank
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+Adjusted empirical likelihood with high-order precision
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+Empirical likelihood confidence intervals for the mean of a long‐range dependent process
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood for linear models
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+Estimating equations, empirical likelihood and constraints on parameters
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+Blockwise empirical likelihood for time series of counts
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+Empirical likelihood in long-memory time series models
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+Empirical likelihood inference under stratified random sampling using auxiliary population information
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