Empirical likelihood for a long range dependent process subordinated to a Gaussian process
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Cites work
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- A review of empirical likelihood methods for time series
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- Blockwise empirical Euclidean likelihood for weakly dependent processes
- Blockwise empirical likelihood for time series of counts
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- Convergence of integrated processes of arbitrary Hermite rank
- Empirical likelihood
- Empirical likelihood approach for non Gaussian stationary processes
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood confidence regions in time series models
- Empirical likelihood for linear models under negatively associated errors
- Empirical likelihood for NA series
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood in long-memory time series models
- Empirical likelihood inference for probability density functions under association
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Fixed-b asymptotics for blockwise empirical likelihood
- Gaussian and their subordinates self-similar random generalized fields
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- scientific article; zbMATH DE number 1239649 (Why is no real title available?)
- Large sample inference for long memory processes
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Cited in
(6)- Fractional Lévy stable motion: finite difference iterative forecasting model
- A frequency domain empirical likelihood for short- and long-range dependence
- Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence
- Composite empirical likelihood for multisample clustered data
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series
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