Empirical likelihood methods for discretely observed Gaussian moving averages

DOI10.1080/00949655.2015.1046071OpenAlexW1570565935MaRDI QIDQ5222386FDOQ5222386

Authors: 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

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zbMATH Keywords

goodness-of-fit testempirical likelihoodspectral analysisOrnstein-Uhlenbeckmoving average

Mathematics Subject Classification ID

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

Cites Work

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Cited In (3)

• Title not available (Why is that?)
• Bayesian copula spectral analysis for stationary time series
• Nonparametric estimation for i.i.d. Gaussian continuous time moving average models

Uses Software

• itsmr

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