Uniform interval estimation for an AR(1) process with AR errors

DOI10.5705/ss.2014.252zbMath1419.62232OpenAlexW2591879377MaRDI QIDQ3465096

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Publication date: 28 January 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.252

zbMATH Keywords

empirical likelihoodweighted scorejackknife empirical likelihood methodAR model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15)

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