Empirical likelihood inference for stationary ARIMA(p,d,q) models
From MaRDI portal
Publication:3164705
Recommendations
- Empirical likelihood inference for AR (\(p\)) model
- Empirical likelihood confidence regions in time series models
- Empirical likelihood confidence regions for autoregressive models with explanatory variables
- Empirical likelihood for partial parameters in ARMA models with infinite variance
- Empirical likelihood in long-memory time series models
Cited in
(12)- Empirical likelihood inference for MA(\(q\)) model
- scientific article; zbMATH DE number 1779488 (Why is no real title available?)
- Empirical likelihood for LAD estimators in infinite variance ARMA models
- Empirical likelihood test for stationary short memory time series models
- Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
- Empirical likelihood inference for AR (\(p\)) model
- An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Empirical likelihood for partial parameters in ARMA models with infinite variance
- Improved likelihood-based inference for the stationary AR(2) model
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
- Empirical likelihood in long-memory time series models
This page was built for publication: Empirical likelihood inference for stationary ARIMA\((p,d,q)\) models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3164705)