Empirical likelihood methods for discretely observed Gaussian moving averages

DOI10.1080/00949655.2015.1046071OpenAlexW1570565935MaRDI QIDQ5222386

Shibin Zhang

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1046071

zbMATH Keywords

spectral analysisempirical likelihoodgoodness-of-fit testmoving averageOrnstein-Uhlenbeck

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

Related Items

Bayesian copula spectral analysis for stationary time series

Uses Software

• itsmr

Cites Work

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