Empirical likelihood in partial linear models with MA() error process

MaRDI QIDQ2886845zbMATH OpenFDO

Authors Zhuoxi Yu, Dehui Wang

Publication date 1 June 2012

Published in Journal of Jilin University. Science Edition (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)

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• scientific article; zbMATH DE number 5670652

Cited in

(4)

• Empirical likelihood for partial parameters in ARMA models with infinite variance
• Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Empirical likelihood inference for MA(\(q\)) model

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