On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (Q5378359): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:04, 5 March 2024
scientific article; zbMATH DE number 7065228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series |
scientific article; zbMATH DE number 7065228 |
Statements
On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (English)
0 references
12 June 2019
0 references
convex hull constraint
0 references
coverage probability
0 references
fixed \(b\) asymptotics
0 references
heteroscedasticity-auto-correlation robustness
0 references
moment condition
0 references
