Data Tilting for Time Series
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Publication:4665865
DOI10.1111/1467-9868.00394zbMath1065.62154MaRDI QIDQ4665865
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/5888/1/Date_tilting_for_time_series%28LSERO%29.pdf
bootstrap; confidence interval; linear time series; empirical likelihood; autoregression; power divergence; robust inference; constrained inference
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