Robust empirical likelihood for time series
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Publication:4997682
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Cites work
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 3347556 (Why is no real title available?)
- A frequency domain empirical likelihood for short- and long-range dependence
- An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes
- Asymptotic theory of parameter estimation by a contrast function based on interpolation error
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series
- Best Approximations in Lp (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood confidence regions in time series models
- Empirical likelihood in long-memory time series models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Methodology and Algorithms of Empirical Likelihood
- 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
- Weighted empirical likelihood estimates and their robustness properties
Cited in
(7)- A blockwise empirical likelihood method for time series in frequency domain inference
- Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction
- A frequency domain empirical likelihood for short- and long-range dependence
- scientific article; zbMATH DE number 7660137 (Why is no real title available?)
- Data Tilting for Time Series
- A Progressive Block Empirical Likelihood Method for Time Series
- scientific article; zbMATH DE number 5697605 (Why is no real title available?)
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