Empirical likelihood methods with weakly dependent processes

DOI10.1214/AOS/1069362388zbMATH Open0881.62095OpenAlexW2060820907MaRDI QIDQ100555FDOQ100555

Authors: 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

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zbMATH Keywords

Bartlett correctionEdgeworth expansiongeneralized method of momentsspectral densityempirical likelihoodestimating functionnonparametric likelihoodstrong mixingtime series regressionweak dependence

Mathematics Subject Classification ID

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

Cited In (only showing first 100 items - show all)

• Empirical likelihood for single-index models
• Frequency domain generalized empirical likelihood method
• Joint empirical likelihood confidence regions for a finite number of quantiles under negatively associated samples
• Nonparametric likelihood inference for general autoregressive models
• Data Tilting for Time Series
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process
• An MCMC approach to classical estimation.
• Block empirical likelihood for longitudinal partially linear regression models
• Empirical likelihood for quantiles under negatively associated samples
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Empirical likelihood for density-weighted average derivatives
• Empirical likelihood confidence intervals for response mean with data missing at random
• Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
• Weighted empirical likelihood for generalized linear models with longitudinal data
• Information in generalized method of moments estimation and entropy-based moment selection
• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
• Bayesian semiparametric hierarchical empirical likelihood spatial models
• Empirical Likelihood-based Inference in Linear Models with Missing Data
• A review of empirical likelihood methods for time series
• An adaptive empirical likelihood test for parametric time series regression models
• On the second-order properties of empirical likelihood with moment restrictions
• Generalized empirical likelihood tests in time series models with potential identification failure
• Confidence intervals for probability density functions under associated samples
• Empirical likelihood for heteroscedastic partially linear models
• Asymptotic expansions for sums of block-variables under weak dependence
• Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Empirical likelihood for probability density functions under negatively associated samples
• Estimation for non-Gaussian locally stationary processes with empirical likelihood method
• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• Limited information likelihood and Bayesian analysis
• Empirical likelihood inference for random coefficient INAR(\(p\)) process
• Bias-corrected empirical likelihood in a multi-link semiparametric model
• Generalized moment estimation of stochastic differential equations
• Econometric estimation with high-dimensional moment equalities
• Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
• A new estimator of the self-similarity exponent through the empirical likelihood ratio test
• A frequency domain empirical likelihood for short- and long-range dependence
• Empirical likelihood for partially linear models under negatively associated errors
• Robust causality test of infinite variance processes
• GEL criteria for moment condition models
• Generalized empirical likelihood-based model selection criteria for moment condition models
• gmm
• Empirical likelihood for linear models under negatively associated errors
• Empirical likelihood in long-memory time series models
• On self-normalization for censored dependent data
• Empirical likelihood-based inference under imputation for missing response data
• Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
• Breakdown point theory for implied probability bootstrap
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• Blockwise empirical likelihood for time series of counts
• Portfolio optimization based on stochastic dominance and empirical likelihood
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• A nonstandard empirical likelihood for time series
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS
• Empirical likelihood semiparametric regression analysis under random censorship
• Testing linear restrictions in linear models with empirical likelihood
• A note on the asymptotic behaviour of empirical likelihood statistics
• A test for model specification of diffusion processes
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• momentfit
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
• Empirical likelihood for partial linear models under negatively associated errors
• EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN
• An empirical likelihood method for semiparametric linear regression with right censored data
• Extending the scope of empirical likelihood
• Blockwise empirical Euclidean likelihood for weakly dependent processes
• Inference for the mean difference in the two-sample random censorship model
• A nonparametric confidence interval for the trimmed mean
• On empirical likelihood inference of a change-point
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
• EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
• Robustness of Bootstrap in Instrumental Variable Regression
• Testing conditional moment restrictions
• Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors
• Empirical likelihood for average derivatives
• Empirical likelihood block bootstrapping
• Hypothesis testing for high-dimensional time series via self-normalization
• Empirical Likelihood for Threshold Autoregressive Models
• Empirical likelihood for partially time-varying coefficient models with dependent observations
• Regenerative block empirical likelihood for Markov chains
• Confidence intervals for nonparametric regression functions under negatively associated errors
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
• Weighted empirical likelihood inference for dynamical correlations
• Improved Density Estimators for Invertible Linear Processes
• Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data
• A note on residual-based empirical likelihood kernel density estimation
• Estimating the conditional error distribution in non-parametric regression
• Connections between entropic and linear projections in asset pricing estimation
• Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
• Interval estimation for a simple bilinear model
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
• On the non-standard distribution of empirical likelihood estimators with spatial data
• An empirical likelihood method for spatial regression
• Blockwise empirical entropy tests for time series regressions
• Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
• Censored partial linear models and empirical likelihood
• Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes

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