Empirical likelihood for moving average models
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Cites work
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- scientific article; zbMATH DE number 1779488 (Why is no real title available?)
- A review of empirical likelihood methods for time series
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- Adjusted empirical likelihood for long-memory time-series models
- Adjusted empirical likelihood for time series models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Blockwise empirical likelihood for time series of counts
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
- Dual likelihood
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood confidence regions in time series models
- Empirical likelihood in long-memory time series models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation and information in stationary time series
- Methodology and Algorithms of Empirical Likelihood
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- The bootstrap and Edgeworth expansion
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