Adjusted blockwise empirical likelihood for long memory time series models

DOI10.1007/S10260-017-0403-1zbMATH Open1395.62270OpenAlexW2760688904MaRDI QIDQ1663616FDOQ1663616

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

zbMATH Keywords

confidence intervalWilks' theoremadjusted blockwise empirical likelihoodlong memory time series models

Mathematics Subject Classification ID

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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• Title not available (Why is that?)
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• Empirical likelihood for linear models
• Empirical likelihood is Bartlett-correctable
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• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process
• Empirical likelihood confidence intervals for linear regression coefficients
• Blockwise empirical likelihood for time series of counts
• Calibration of the empirical likelihood method for a vector mean
• Adjusted empirical likelihood with high-order precision
• Empirical likelihood inference under stratified random sampling using auxiliary population information
• Empirical likelihood in long-memory time series models
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
• Comparing empirical likelihood and bootstrap hypothesis tests
• Adjusted empirical likelihood for time series models

Cited In (3)

• A Progressive Block Empirical Likelihood Method for Time Series
• Blockwise empirical likelihood for time series of counts
• Empirical likelihood for moving average models

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