Outliers in Time Series: An Empirical Likelihood Approach
DOI10.1007/978-3-319-44093-4_3zbMATH Open1359.62358OpenAlexW2530132874MaRDI QIDQ2963073FDOQ2963073
Roberto Baragona, Domenico Cucina
Publication date: 10 February 2017
Published in: Topics on Methodological and Applied Statistical Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-44093-4_3
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- scientific article; zbMATH DE number 472959
confidence regionsfossilempirical likelihoodtesting hypothesesnonparametric settingdistributional assumptionsNile river
Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- The problem of the Nile: Conditional solution to a changepoint problem
- Title not available (Why is that?)
- Calibration of the empirical likelihood method for a vector mean
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Cited In (3)
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