A review of empirical likelihood methods for time series

DOI10.1016/J.JSPI.2013.10.001MaRDI QIDQ466523zbMATH OpenOpenAlexWikidataFDO

Authors Soumendra N. Lahiri, Daniel J. Nordman

Publication date 27 October 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.10.001

zbMATH Keywords

taperingGARCHKullback-Leibler distanceMahalanobis distancehigh dimensional dataspatial dataMarkov chainsfrequency domainblockinglong range dependenceWhittle estimation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(39)

• A review of recent advances in empirical likelihood
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• scientific article; zbMATH DE number 1779488 (Why is no real title available?)
• Adjusted empirical likelihood for long-memory time-series models
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