A note on the asymptotic behaviour of empirical likelihood statistics (Q257581)
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scientific article; zbMATH DE number 6557256
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| English | A note on the asymptotic behaviour of empirical likelihood statistics |
scientific article; zbMATH DE number 6557256 |
Statements
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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0.9186289
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0.91400623
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0.9099065
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0.9072738
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0.90538096
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