Empirical likelihood methods with weakly dependent processes

DOI10.1214/aos/1069362388zbMath0881.62095OpenAlexW2060820907MaRDI QIDQ100555

Yuichi Kitamura, Yuichi Kitamura

Publication date: 1 October 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1069362388

zbMATH Keywords

generalized method of momentsstrong mixingspectral densityEdgeworth expansionempirical likelihoodBartlett correctionweak dependenceestimating functiontime series regressionnonparametric likelihood

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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