Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples

DOI10.1080/02664763.2021.1899142MaRDI QIDQ5092996zbMATH OpenOpenAlexFDO

Authors Şenay Özdemir, Olcay Arslan, Yeşim Güney, Yetkin Tuaç

Publication date 26 July 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.03282

zbMATH Keywords

AR(p) error termsdependent errorempirical likelihoodlinear regression

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• An algorithm for the exact likelihood of a mixed autoregressive-moving average process
• An R package and a study of methods for computing empirical likelihood
• Combining empirical likelihood and robust estimation methods for linear regression models
• Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood for linear models
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
• Introduction to linear regression analysis.
• On the efficiency of regression analysis with AR(p) errors
• Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm
• Robust parameter estimation of regression model with AR(p) error terms
• Self-concordance for empirical likelihood

Describes a project that uses

Uses Software

• R

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