Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142): Difference between revisions

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Revision as of 00:44, 20 July 2024

scientific article; zbMATH DE number 7087240
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English
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
scientific article; zbMATH DE number 7087240

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    Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (English)
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    30 July 2019
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    Geweke-Porter-Hudak estimator
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    long memory
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    M-estimator
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    non-central limit theorems
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    Wiener-Itô integrals
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