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 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
• Exponential tilted likelihood for stationary time series models
• Confidence intervals for the mean based on exponential type inequalities and empirical likelihood
• Semi-parametric rank regression with missing responses
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
• A Progressive Block Empirical Likelihood Method for Time Series
• Inference about long run canonical correlations
• Comments on: A review on empirical likelihood methods for regression
• Adjusted empirical likelihood for time series models
• Jackknife-blockwise empirical likelihood methods under dependence
• Empirical likelihood for nonparametric regression models with spatial autoregressive errors
• Empirical likelihood inference for probability density functions under association
• Empirical Euclidean likelihood for general estimating equations under association dependence
• Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
• Joint empirical likelihood confidence regions for a finite number of quantiles under strong mixing samples
• Empirical likelihood inference for logistic equation with random perturbation
• Empirical likelihood ratio confidence interval for positively associated series
• Sieve empirical likelihood ratio tests for nonparametric functions
• On Bartlett correctability of empirical likelihood in generalized power divergence family
• The signed-rank estimator for nonlinear regression with responses missing at random
• Adjusted empirical likelihood for long-memory time-series models
• Empirical likelihood estimators for the error distribution in nonparametric regression models
• A note on empirical likelihoods derived from pairwise score functions
• On copula moment: empirical likelihood based estimation method
• Empirical likelihood confidence intervals for dependent duration data
• Adjusted blockwise empirical likelihood for long memory time series models
• Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes.
• Quantile estimation in the presence of auxiliary information under negatively associated samples
• A moving blocks empirical likelihood method for longitudinal data
• Empirical likelihood for NA series
• Simultaneous specification testing of mean and variance structures in nonlinear time series regression
• Empirical likelihood for quantiles under associated samples
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA
• Confidence intervals for probability density functions under strong mixing samples
• A frequency domain empirical likelihood method for irregularly spaced spatial data
• GEL statistics under weak identification
• Local GMM estimation of time series models with conditional moment restrictions
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit
• 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

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