Jackknife empirical likelihood based diagnostic checking for Ar(p) models

DOI10.1007/S00180-023-01385-XMaRDI QIDQ6596005FDOQ6596005

Authors: Ya-wen Fan, Xiao Hui Liu, Yang Cao, Shaochu Liu 

Publication date: 2 September 2024

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

data splittingautoregressive modeldiagnostic checkingJackknife empirical likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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