Empirical likelihood confidence intervals for the mean of a long‐range dependent process

DOI10.1111/j.1467-9892.2006.00526.xzbMath1164.62011OpenAlexW2023367185MaRDI QIDQ5430500

Daniel J. Nordman, Philipp Sibbertsen, Soumendra Nath Lahiri

Publication date: 16 December 2007

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-327.pdf

zbMATH Keywords

Kitamura blockwise empirical likelihoodlikelihood ratio asymptotic distributionlong-range dependence parameter

Mathematics Subject Classification ID

Related Items (13)

Empirical likelihood for moving average models ⋮ Adjusted blockwise empirical likelihood for long memory time series models ⋮ Blockwise empirical likelihood for time series of counts ⋮ A nonstandard empirical likelihood for time series ⋮ A review of empirical likelihood methods for time series ⋮ Smoothed jackknife empirical likelihood method for ROC curve ⋮ Empirical Likelihood for Linear Models Under Linear Process Errors ⋮ CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN TWO PARTIAL AUCS ⋮ Empirical Likelihood for Nonparametric Models Under Linear Process Errors ⋮ Reduce computation in profile empirical likelihood method ⋮ Extending the scope of empirical likelihood ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process ⋮ A note on the asymptotic behaviour of empirical likelihood statistics

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