A Progressive Block Empirical Likelihood Method for Time Series
DOI10.1080/01621459.2013.847374zbMATH Open1426.62260OpenAlexW2038190977WikidataQ57424655 ScholiaQ57424655MaRDI QIDQ5406376FDOQ5406376
Authors: Young-Min Kim, Daniel J. Nordman, Soumendra N. Lahiri
Publication date: 1 April 2014
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2013.847374
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Cited In (6)
- Bandwidth selection in blocks empirical likelihood method for time series
- Blockwise empirical likelihood for time series of counts
- Empirical likelihood methods for discretely observed Gaussian moving averages
- Online Covariance Matrix Estimation in Stochastic Gradient Descent
- Robust Two-Step Wavelet-Based Inference for Time Series Models
- Adjusted blockwise empirical likelihood for long memory time series models
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