Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323): Difference between revisions
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Revision as of 22:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models |
scientific article |
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Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (English)
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22 December 2017
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generalized empirical likelihood
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linear hypothesis
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heavy-tailed time series
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infinite variance
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self-weighted least absolute deviations
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