Tapered empirical likelihood for time series data in time and frequency domains

DOI10.1093/biomet/asn071zbMath1162.62406OpenAlexW2058312672MaRDI QIDQ3613157

Daniel J. Nordman

Publication date: 11 March 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asn071

zbMATH Keywords

confidence intervalperiodogramempirical likelihoodblock bootstrapvariance estimationtapering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (7)

Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework ⋮ Bandwidth selection in blocks empirical likelihood method for time series ⋮ Empirical likelihood for break detection in time series ⋮ Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models ⋮ A review of empirical likelihood methods for time series ⋮ A Progressive Block Empirical Likelihood Method for Time Series ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

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