Inference for short‐memory time series models based on modified empirical likelihood
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Publication:6081858
DOI10.1111/anzs.12305zbMath1521.62167OpenAlexW3094619095MaRDI QIDQ6081858
Ramadha D. Piyadi Gamage, Wei Ning
Publication date: 5 October 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12305
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
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