Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142)
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scientific article; zbMATH DE number 7087240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process |
scientific article; zbMATH DE number 7087240 |
Statements
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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