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
    0 references
    0 references
    0 references
    3 May 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    coverage error
    0 references
    Edgeworth expansion
    0 references
    periodogram
    0 references
    Whittle likelihood
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references