A review of empirical likelihood methods for time series (Q466523): Difference between revisions

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-.1016/j.jspi.2013.10.001
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Measure Theory and Probability Theory
@@ Property / cites work: Measure Theory and Probability Theory / rank @@
+Normal rank
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+Empirical likelihood as a goodness-of-fit measure
@@ Property / cites work: Empirical likelihood as a goodness-of-fit measure / rank @@
+Normal rank
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+A frequency domain empirical likelihood method for irregularly spaced spatial data
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+A penalized version of the empirical likelihood ratio for the population mean
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+Q4865042
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+Nonparametric likelihood inference for general autoregressive models
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+Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
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+Blockwise empirical entropy tests for time series regressions
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+Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.
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+Q3947020
@@ Property / cites work: Q3947020 / rank @@
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+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
@@ Property / cites work: EMPIRICAL LIKELIHOOD FOR GARCH MODELS / rank @@
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+On Bartlett correction of empirical likelihood in the presence of nuisance parameters
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+On the second-order properties of empirical likelihood with moment restrictions
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+Empirical likelihood inference for partial linear models under martingale difference sequence
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+An adaptive empirical likelihood test for parametric time series regression models
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+An Empirical Likelihood Goodness-of-Fit Test for Time Series
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+Effects of data dimension on empirical likelihood
@@ Property / cites work: Effects of data dimension on empirical likelihood / rank @@
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+Empirical Likelihood for Threshold Autoregressive Models
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+A review on empirical likelihood methods for regression
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+Q3600722
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+Normal rank
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+Empirical Euclidean likelihood for general estimating equations under association dependence
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+Q4542751
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+On the Kullback-Leibler information divergence of locally stationary processes
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+Fitting time series models to nonstationary processes
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+A frequency domain bootstrap for ratio statistics in time series analysis
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+Empirical likelihood is Bartlett-correctable
@@ Property / cites work: Empirical likelihood is Bartlett-correctable / rank @@
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+Nonparametric standard errors and confidence intervals
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+Calibration of the empirical likelihood method for a vector mean
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+Empirical likelihood inference for semiparametric model with linear process errors
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+Empirical likelihood for partially time-varying coefficient models with dependent observations
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Generalized empirical likelihood tests in time series models with potential identification failure
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+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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+Methodology and Algorithms of Empirical Likelihood
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+The asymptotic theory of linear time-series models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Regenerative block empirical likelihood for Markov chains
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+Extending the scope of empirical likelihood
@@ Property / cites work: Extending the scope of empirical likelihood / rank @@
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+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
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+Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
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+Blockwise empirical likelihood for spatial Markov model assessment
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Empirical likelihood methods with weakly dependent processes
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+The jackknife and the bootstrap for general stationary observations
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+Autoregressive-aided periodogram bootstrap for time series
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+On the range of validity of the autoregressive sieve bootstrap
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+Resampling methods for dependent data
@@ Property / cites work: Resampling methods for dependent data / rank @@
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+On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions
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+A penalized empirical likelihood method in high dimensions
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+Empirical likelihood for quantiles under negatively associated samples
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+Empirical likelihood confidence intervals for nonparametric functional data analysis
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+Empirical likelihood for AR-ARCH models based on LAD estimation
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+Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
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+Blockwise empirical Euclidean likelihood for weakly dependent processes
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+Confidence intervals for probability density functions under associated samples
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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+Empirical likelihood confidence regions in time series models
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+An empirical likelihood method for spatial regression
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+Q3534839
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+Tapered empirical likelihood for time series data in time and frequency domains
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+Point and Interval Estimation of Variogram Models Using Spatial Empirical Likelihood
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+A frequency domain empirical likelihood for short- and long-range dependence
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+Empirical likelihood confidence intervals for the mean of a long‐range dependent process
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+Q5471534
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+Estimation for non-Gaussian locally stationary processes with empirical likelihood method
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+AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION
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+Penalized empirical likelihood estimation of semiparametric models
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+GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
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+Q2756704
@@ Property / cites work: Q2756704 / rank @@
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+Empirical likelihood for linear models
@@ Property / cites work: Empirical likelihood for linear models / rank @@
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+Tapered block bootstrap
@@ Property / cites work: Tapered block bootstrap / rank @@
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+Subsampling
@@ Property / cites work: Subsampling / rank @@
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+Automatic Block-Length Selection for the Dependent Bootstrap
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+Empirical likelihood and general estimating equations
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+Estimating equations, empirical likelihood and constraints on parameters
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+Empirical likelihood for linear models under negatively associated errors
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+Empirical likelihood for probability density functions under negatively associated samples
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+A Self-Normalized Approach to Confidence Interval Construction in Time Series
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+Penalized high-dimensional empirical likelihood
@@ Property / cites work: Penalized high-dimensional empirical likelihood / rank @@
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+Testing conditional moment restrictions
@@ Property / cites work: Testing conditional moment restrictions / rank @@
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+Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
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+Comments on: A review on empirical likelihood methods for regression
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+The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
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+Blockwise empirical likelihood for time series of counts
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+Empirical likelihood inference for probability density functions under association
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+A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
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+Empirical likelihood in long-memory time series models
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+Empirical likelihood for NA series
@@ Property / cites work: Empirical likelihood for NA series / rank @@
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+Empirical likelihood ratio confidence interval for positively associated series
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+Jackknife-blockwise empirical likelihood methods under dependence
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+Empirical Likelihood for an Autoregressive Model with Explanatory Variables
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+Statistical inference for generalized random coefficient autoregressive model
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@@ Property / DOI @@
+.1016/J.JSPI.2013.10.001
@@ Property / DOI: 10.1016/J.JSPI.2013.10.001 / rank @@
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