A note on the asymptotic behaviour of empirical likelihood statistics (Q257581)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic behaviour of empirical likelihood statistics |
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A note on the asymptotic behaviour of empirical likelihood statistics (English)
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17 March 2016
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autoregressive model
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estimating function
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GARCH model
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pseudo-likelihood
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stationary process
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Whittle's estimator
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