Empirical likelihood methods for discretely observed Gaussian moving averages
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Publication:5222386
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Cites work
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- scientific article; zbMATH DE number 52631 (Why is no real title available?)
- scientific article; zbMATH DE number 3608897 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A Progressive Block Empirical Likelihood Method for Time Series
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- Empirical likelihood and general estimating equations
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
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- Gaussian moving averages and semimartingales
- Gaussian moving averages, semimartingales and option pricing.
- Introduction to Time Series and Forecasting
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Mixing: Properties and examples
- Modelling electricity futures by ambit fields
- Multipower variation for Brownian semistationary processes
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- Spectral representations of infinitely divisible processes
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- Well-balanced Lévy driven Ornstein–Uhlenbeck processes
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