Robust empirical likelihood for time series
DOI10.1111/JTSA.12552zbMATH Open1468.62333OpenAlexW3040434921MaRDI QIDQ4997682FDOQ4997682
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12552
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Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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- Empirical likelihood in long-memory time series models
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- An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
- Best Approximations in Lp (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data
- Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
- Robust parameter estimation for stationary processes by an exotic disparity from prediction problem
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Cited In (7)
- Data Tilting for Time Series
- Title not available (Why is that?)
- A blockwise empirical likelihood method for time series in frequency domain inference
- A frequency domain empirical likelihood for short- and long-range dependence
- A Progressive Block Empirical Likelihood Method for Time Series
- Title not available (Why is that?)
- Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction
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