Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models |
scientific article |
Statements
Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (English)
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1 September 2020
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adjusted jackknife empirical likelihood
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empirical likelihood
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jackknife empirical log-likelihood ratio
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stationary time series
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Whittle estimator
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