Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323): Difference between revisions
From MaRDI portal
Latest revision as of 22:10, 14 July 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 |
Statements
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (English)
0 references
22 December 2017
0 references
generalized empirical likelihood
0 references
linear hypothesis
0 references
heavy-tailed time series
0 references
infinite variance
0 references
self-weighted least absolute deviations
0 references
0 references
0 references
0 references