A review of empirical likelihood methods for time series (Q466523): Difference between revisions
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| Property / author: Daniel J. Nordman / rank | |||
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| Property / Mathematics Subject Classification ID: 62G09 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F40 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62-02 / rank | |||
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| Property / zbMATH DE Number: 6361741 / rank | |||
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blocking | |||
| Property / zbMATH Keywords: blocking / rank | |||
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frequency domain | |||
| Property / zbMATH Keywords: frequency domain / rank | |||
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GARCH | |||
| Property / zbMATH Keywords: GARCH / rank | |||
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high dimensional data | |||
| Property / zbMATH Keywords: high dimensional data / rank | |||
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Kullback-Leibler distance | |||
| Property / zbMATH Keywords: Kullback-Leibler distance / rank | |||
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long range dependence | |||
| Property / zbMATH Keywords: long range dependence / rank | |||
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Mahalanobis distance | |||
| Property / zbMATH Keywords: Mahalanobis distance / rank | |||
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Markov chains | |||
| Property / zbMATH Keywords: Markov chains / rank | |||
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spatial data | |||
| Property / zbMATH Keywords: spatial data / rank | |||
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tapering | |||
| Property / zbMATH Keywords: tapering / rank | |||
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Whittle estimation | |||
| Property / zbMATH Keywords: Whittle estimation / rank | |||
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Revision as of 14:08, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of empirical likelihood methods for time series |
scientific article |
Statements
A review of empirical likelihood methods for time series (English)
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27 October 2014
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blocking
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frequency domain
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GARCH
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high dimensional data
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Kullback-Leibler distance
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long range dependence
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Mahalanobis distance
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Markov chains
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spatial data
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tapering
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Whittle estimation
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