A frequency domain empirical likelihood for short- and long-range dependence

DOI10.1214/009053606000000902zbMath1114.62095arXiv0708.0197OpenAlexW3098905965MaRDI QIDQ2373588

Daniel J. Nordman, Soumendra Nath Lahiri

Publication date: 12 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.0197

zbMATH Keywords

long-range dependencespectral distributionestimating equations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

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Uses Software

• longmemo

Cites Work

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