A Progressive Block Empirical Likelihood Method for Time Series
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Publication:5406376
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Cites work
- scientific article; zbMATH DE number 1124624 (Why is no real title available?)
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- Automatic Block-Length Selection for the Dependent Bootstrap
- Bayesian empirical likelihood for quantile regression
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- Blockwise empirical Euclidean likelihood for weakly dependent processes
- Blockwise empirical entropy tests for time series regressions
- Blockwise empirical likelihood for time series of counts
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
- Empirical Euclidean likelihood for general estimating equations under association dependence
- Empirical likelihood
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- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood for NA series
- Empirical likelihood for linear models
- Empirical likelihood for quantiles under negatively associated samples
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Introduction to Time Series and Forecasting
- Methodology and Algorithms of Empirical Likelihood
- Mixing: Properties and examples
- Nonparametric standard errors and confidence intervals
- On blocking rules for the bootstrap with dependent data
- On the sample variance of linear statistics derived from mixing sequences
- Resampling methods for dependent data
- Tapered empirical likelihood for time series data in time and frequency domains
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- The bootstrap and Edgeworth expansion
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(9)- A review of empirical likelihood methods for time series
- Bandwidth selection in blocks empirical likelihood method for time series
- On the coverage bound problem of empirical likelihood methods for time series
- Blockwise empirical likelihood for time series of counts
- A nonstandard empirical likelihood for time series
- Empirical likelihood methods for discretely observed Gaussian moving averages
- Online Covariance Matrix Estimation in Stochastic Gradient Descent
- Adjusted blockwise empirical likelihood for long memory time series models
- Robust Two-Step Wavelet-Based Inference for Time Series Models
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