On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (Q5378359)
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scientific article; zbMATH DE number 7065228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series |
scientific article; zbMATH DE number 7065228 |
Statements
On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series (English)
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12 June 2019
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convex hull constraint
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coverage probability
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fixed \(b\) asymptotics
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heteroscedasticity-auto-correlation robustness
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moment condition
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