Empirical likelihood inference for stationary ARIMA(p,d,q) models
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Publication:3164705
zbMATH Open1211.62161MaRDI QIDQ3164705FDOQ3164705
Authors: Dehui Wang, Haixiang Zhang 
Publication date: 5 November 2010
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15)
Cited In (12)
- Title not available (Why is that?)
- Empirical likelihood for partial parameters in ARMA models with infinite variance
- Empirical likelihood test for stationary short memory time series models
- Improved likelihood-based inference for the stationary AR(2) model
- Empirical likelihood for LAD estimators in infinite variance ARMA models
- Empirical likelihood in long-memory time series models
- 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 the smoothed LAD estimator in infinite variance autoregressive models
- Empirical likelihood inference for AR (\(p\)) model
- Empirical likelihood inference for MA(\(q\)) model
- Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
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