Adjusted blockwise empirical likelihood for long memory time series models

DOI10.1007/S10260-017-0403-1MaRDI QIDQ1663616zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 774851 (Why is no real title available?)
• Adjusted empirical likelihood for time series models
• Adjusted empirical likelihood with high-order precision
• Blockwise empirical likelihood for time series of counts
• Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
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• Comparing empirical likelihood and bootstrap hypothesis tests
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process
• Empirical likelihood for linear models
• Empirical likelihood in long-memory time series models
• Empirical likelihood inference under stratified random sampling using auxiliary population information
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating equations, empirical likelihood and constraints on parameters
• Large sample inference for long memory processes
• Smoothed empirical likelihood confidence intervals for quantiles
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• The Invariance Principle for Stationary Processes

Cited in

(4)

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

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