Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602)
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scientific article; zbMATH DE number 7242402
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| English | Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models |
scientific article; zbMATH DE number 7242402 |
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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0.8226484060287476
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0.8172038197517395
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0.8123019933700562
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0.8123019933700562
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0.8095560073852539
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