Empirical likelihood in long-memory time series models
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- scientific article; zbMATH DE number 1779488
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Cites work
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 857931 (Why is no real title available?)
- A CENTRAL LIMIT THEOREM OF FOURIER TRANSFORMS OF STRONGLY DEPENDENT STATIONARY PROCESSES
- A frequency domain empirical likelihood for short- and long-range dependence
- A limit theory for long-range dependence and statistical inference on related models
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
- Dual likelihood
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Efficient parameter estimation for self-similar processes
- Empirical likelihood confidence regions in time series models
- Empirical likelihood is Bartlett-correctable
- 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
Cited in
(24)- Empirical likelihood for break detection in time series
- scientific article; zbMATH DE number 1779488 (Why is no real title available?)
- Empirical likelihood for autoregressive models with spatial errors
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series
- A review of empirical likelihood methods for time series
- Empirical likelihood inference for stationary ARIMA(p,d,q) models
- Empirical likelihood test for stationary short memory time series models
- A blockwise empirical likelihood method for time series in frequency domain inference
- On the non-standard distribution of empirical likelihood estimators with spatial data
- Maximum likelihood estimation of a latent variable time-series model
- Exponential tilted likelihood for stationary time series models
- Adjusted empirical likelihood for time series models
- Inference for short‐memory time series models based on modified empirical likelihood
- Adjusted empirical likelihood for long-memory time-series models
- Empirical likelihood methods for discretely observed Gaussian moving averages
- Adjusted blockwise empirical likelihood for long memory time series models
- Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
- Robust empirical likelihood for time series
- Empirical likelihood for stationary ARMA models based on inherent martingale structures
- Empirical likelihood for moving average models
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