Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance |
scientific article |
Statements
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (English)
0 references
3 May 2021
0 references
coverage error
0 references
Edgeworth expansion
0 references
periodogram
0 references
Whittle likelihood
0 references
0 references
0 references