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

zbMATH Open1245.62106MaRDI QIDQ2886845FDOQ2886845

Authors: Zhuoxi Yu, Dehui Wang 

Publication date: 1 June 2012

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

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• scientific article; zbMATH DE number 5670652

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)

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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