Publication:4542751
From MaRDI portal
zbMath0998.62075MaRDI QIDQ4542751
Ngai Hang Chan, Chin-Shan Chuang
Publication date: 28 November 2002
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62M07: Non-Markovian processes: hypothesis testing
Related Items
Empirical likelihood inference for random coefficient INAR(p) process, Nonparametric likelihood inference for general autoregressive models, A note on the asymptotic behaviour of empirical likelihood statistics, Empirical likelihood for break detection in time series, An empirical likelihood method for spatial regression, A review of empirical likelihood methods for time series, Empirical likelihood for AR-ARCH models based on LAD estimation, Empirical likelihood for LAD estimators in infinite variance ARMA models, Blockwise empirical likelihood for time series of counts, Jackknife-blockwise empirical likelihood methods under dependence, Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models, Statistical inference for generalized random coefficient autoregressive model, Interval estimation for a simple bilinear model, Predictive regressions for macroeconomic data, Coefficient constancy test in generalized random coefficient autoregressive model, CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN TWO PARTIAL AUCS, Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series, Outliers in Time Series: An Empirical Likelihood Approach
