Power properties of empirical likelihood for stationary processes

zbMATH Open1133.62067MaRDI QIDQ5453726FDOQ5453726

Authors: Kenichiro Tamaki 

Publication date: 3 April 2008

Recommendations

• Frequency domain generalized empirical likelihood method
• Empirical likelihood confidence regions in time series models
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• Estimation for non-Gaussian locally stationary processes with empirical likelihood method
• Empirical likelihood approach for non Gaussian stationary processes

zbMATH Keywords

local power

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Order statistics; empirical distribution functions (62G30) Non-Markovian processes: hypothesis testing (62M07)

Cited In (3)

• Discrete power distributions and inference using likelihood
• Empirical likelihood ratio tests with power one
• Likelihood-based inference for power distributions

This page was built for publication: Power properties of empirical likelihood for stationary processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453726)