Adjusted blockwise empirical likelihood for long memory time series models
DOI10.1007/S10260-017-0403-1zbMATH Open1395.62270OpenAlexW2760688904MaRDI QIDQ1663616FDOQ1663616
Authors: Feifan Jiang, Lihong Wang 
Publication date: 21 August 2018
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-017-0403-1
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confidence intervalWilks' theoremadjusted blockwise empirical likelihoodlong memory time series models
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)
Cites Work
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- Adjusted empirical likelihood for time series models
Cited In (3)
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