Empirical likelihood confidence intervals for the mean of a long‐range dependent process (Q5430500)

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scientific article; zbMATH DE number 5220237
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Empirical likelihood confidence intervals for the mean of a long‐range dependent process
scientific article; zbMATH DE number 5220237

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    Empirical likelihood confidence intervals for the mean of a long‐range dependent process (English)
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    16 December 2007
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    Kitamura blockwise empirical likelihood
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    likelihood ratio asymptotic distribution
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    long-range dependence parameter
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