Estimation for non-Gaussian locally stationary processes with empirical likelihood method

DOI10.1155/2012/704693zbMath1244.62120WikidataQ58697839 ScholiaQ58697839MaRDI QIDQ444216

Hiroaki Ogata

Publication date: 14 August 2012

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8217926009395913817cd4fcbc5f1b4d5bccc65a

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62F05: Asymptotic properties of parametric tests

Related Items

A review of empirical likelihood methods for time series

Cites Work

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