Adjusted empirical likelihood for long-memory time-series models (Q2323270)
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English | Adjusted empirical likelihood for long-memory time-series models |
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Adjusted empirical likelihood for long-memory time-series models (English)
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30 August 2019
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adjusted empirical likelihood
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ARFIMA models
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Bartlett correction
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confidence regions
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coverage probability
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Whittle's likelihood
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