On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
DOI10.1214/14-EJS930zbMATH Open1298.62037OpenAlexW3122750205WikidataQ61810901 ScholiaQ61810901MaRDI QIDQ405371FDOQ405371
Authors: Ngai Hang Chan, Chun Yip Yau, Kun Chen 
Publication date: 5 September 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1409058255
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Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- On the estimation of a probability density function by the maximum penalized likelihood method
- Multivariate log-concave distributions as a nearly parametric model
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- Approximation by log-concave distributions, with applications to regression
- Estimating a Unimodal Distribution From Interval-Censored Data
- Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
- Consistency of concave regression with an application to current-status data
- Inference and modeling with log-concave distributions
Cited In (7)
- On Bartlett correction of empirical likelihood for regularly spaced spatial data
- Small sample adjustment for hypotheses testing on cointegrating vectors
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
- A blockwise empirical likelihood method for time series in frequency domain inference
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
- Small‐sample testing inference in symmetric and log‐symmetric linear regression models
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