Empirical likelihood for linear and log-linear INGARCH models
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Publication:2513797
DOI10.1016/j.jkss.2014.06.004zbMath1311.62158OpenAlexW1969924999MaRDI QIDQ2513797
Publication date: 29 January 2015
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2014.06.004
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
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