Empirical Likelihood for an Autoregressive Model with Explanatory Variables
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Publication:3083804
DOI10.1080/03610920903411267zbMath1208.62144OpenAlexW2106705814MaRDI QIDQ3083804
Publication date: 23 March 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903411267
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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