Empirical likelihood methods with weakly dependent processes
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Publication:100555
DOI10.1214/aos/1069362388zbMath0881.62095MaRDI 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
generalized method of moments; strong mixing; spectral density; Edgeworth expansion; empirical likelihood; Bartlett correction; weak dependence; estimating function; time series regression; nonparametric likelihood
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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