Empirical likelihood for autoregressive models with spatial errors

DOI10.1007/S10255-025-0025-6MaRDI QIDQ6956505zbMATH OpenFDO

Authors Yinghua Li, Yongsong Qin

Publication date 18 July 2025

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10255-025-0025-6

zbMATH Keywords

autoregressive modelconfidence regionempirical likelihoodspatial error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(2)

• Testing for error correlation in trace regression models
• Split empirical likelihood via universal inference for bounded means

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