Empirical likelihood inference for error density estimators in first-order autoregression models

DOI10.1080/03610926.2014.974820MaRDI QIDQ5160179zbMATH OpenOpenAlexFDO

Authors Hui Zhou, Jie Li

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.974820

zbMATH Keywords

AR(1) modelempirical likelihoodkernel density estimatorresiduals

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
• Asymptotic distributions of error density estimators in first-order autoregressive models
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• Empirical likelihood for first-order mixed integer-valued autoregressive model
• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS
• Likelihood analysis of a first‐order autoregressive model with exponential innovations
• Empirical likelihood inference in autoregressive models with time-varying variances
• Empirical likelihood for an autoregressive model with explanatory variables

Cites work

• Asymptotic distributions of error density estimators in first-order autoregressive models
• Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
• Empirical likelihood confidence region for parameter in the errors-in-variables models.
• Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
• Empirical likelihood for linear models
• Empirical likelihood for partially linear models
• Empirical likelihood inference for semiparametric model with linear process errors
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
• scientific article; zbMATH DE number 1536516 (Why is no real title available?)
• Nonparametric econometrics. Theory and practice.
• On some global measures of the deviations of density function estimates
• On the Bickel-Rosenblatt test for first-order autoregressive models
• Time series: theory and methods.
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(3)

• Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
• Empirical likelihood for an autoregressive model with explanatory variables
• Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data

This page was built for publication: Empirical likelihood inference for error density estimators in first-order autoregression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5160179)