Empirical likelihood confidence regions in time series models

From MaRDI portal
Publication:4364906

DOI10.1093/biomet/84.2.395zbMath0882.62082OpenAlexW2055554223MaRDI QIDQ4364906

Anna Clara Monti

Publication date: 18 November 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.2.395




Related Items (51)

Exponential tilted likelihood for stationary time series modelsBayesian empirical likelihood inference and order shrinkage for autoregressive modelsA frequency domain empirical likelihood for short- and long-range dependenceA nonparametric confidence interval for the trimmed meanEmpirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive ModelEmpirical likelihood for moving average modelsEmpirical likelihood in long-memory time series modelsOn the non-standard distribution of empirical likelihood estimators with spatial dataPenalized empirical likelihood inference for the GINAR(p) modelEmpirical likelihood for break detection in time seriesAn empirical likelihood approach for symmetric \(\alpha\)-stable processesStatistical inference for generalized random coefficient autoregressive modelSelf-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA modelsA nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series modelsInference for short‐memory time series models based on modified empirical likelihoodEmpirical likelihood for LAD estimators in infinite variance ARMA modelsAdjusted jackknife empirical likelihood for stationary ARMA and ARFIMA modelsAdjusted empirical likelihood for time series modelsBlockwise empirical likelihood for time series of countsEstimation for non-Gaussian locally stationary processes with empirical likelihood methodAn empirical likelihood method for spatial regressionA review of empirical likelihood methods for time seriesOn Bartlett correctability of empirical likelihood in generalized power divergence familyEstimating function approach for CHARN modelsEmpirical likelihood approach toward discriminant analysis for dynamics of stable processesOn the robustness of empirical likelihood ratio confidence intervals for locationEmpirical likelihood for AR-ARCH models based on LAD estimationEmpirical likelihood for first-order mixed integer-valued autoregressive modelFrequency domain generalized empirical likelihood methodSMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELSBartlett correction of frequency domain empirical likelihood for time series with unknown innovation varianceEmpirical likelihood for the smoothed LAD estimator in infinite variance autoregressive modelsCoefficient constancy test in generalized random coefficient autoregressive modelCONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN TWO PARTIAL AUCSThreshold autoregression analysis for finite-range time series of counts with an application on measles dataEstimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of countsComments on: A review on empirical likelihood methods for regressionThe Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive ProcessesEmpirical Likelihood for an Autoregressive Model with Explanatory VariablesEMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEANBartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time SeriesRobust causality test of infinite variance processesConditional heteroscedasticity test for Poisson autoregressive modelEmpirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian ProcessAdjusted empirical likelihood for long-memory time-series modelsAsymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervalsRobust empirical likelihood for time seriesEmpirical likelihood confidence regions for autoregressive models with explanatory variablesEmpirical likelihood for partial parameters in ARMA models with infinite varianceA frequency domain empirical likelihood method for irregularly spaced spatial dataA note on the asymptotic behaviour of empirical likelihood statistics




This page was built for publication: Empirical likelihood confidence regions in time series models