Asymptotic theory and unified confidence region for an autoregressive model (Q3120660)
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scientific article; zbMATH DE number 7032119
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| English | Asymptotic theory and unified confidence region for an autoregressive model |
scientific article; zbMATH DE number 7032119 |
Statements
Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (English)
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5 March 2019
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autoregressive model
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empirical likelihood
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unified confidence region
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finite sample performance
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0.808707594871521
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0.80234295129776
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0.8005529046058655
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0.7657549977302551
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0.7657549977302551
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