A nonstandard empirical likelihood for time series (Q2443212): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the validity of the formal Edgeworth expansion / 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: Simple Robust Testing of Hypotheses in Nonlinear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The use of subseries values for estimating the variance of a general statistic from a stationary sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3600722 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3966879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling a coverage pattern / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap and Edgeworth expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methodology and Algorithms of Empirical Likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: A functional central limit theorem for weakly dependent sequences of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple Robust Testing of Regression Hypotheses / 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: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling methods for dependent data / 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: Q4869557 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computer-intensive rate estimation, diverging statistics and scanning / 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: Empirical likelihood confidence intervals for the mean of a long‐range dependent process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / 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: The impact of bootstrap methods on time series analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the sample variance of linear statistics derived from mixing sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Block-Length Selection for the Dependent Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blockwise empirical likelihood for time series of counts / rank
 
Normal rank

Latest revision as of 14:19, 7 July 2024

scientific article
Language Label Description Also known as
English
A nonstandard empirical likelihood for time series
scientific article

    Statements

    A nonstandard empirical likelihood for time series (English)
    0 references
    0 references
    0 references
    0 references
    4 April 2014
    0 references
    Brownian motion
    0 references
    confidence regions
    0 references
    stationarity
    0 references
    weak dependence
    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
    0 references