Pages that link to "Item:Q2373588"

The following pages link to A frequency domain empirical likelihood for short- and long-range dependence (Q2373588):

Displaying 34 items.

• A note on the asymptotic behaviour of empirical likelihood statistics (Q257581) (← links)
• Empirical likelihood for break detection in time series (Q391854) (← links)
• Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
• An empirical likelihood method for spatial regression (Q451300) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
• Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
• Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
• Adjusted empirical likelihood for time series models (Q1698218) (← links)
• Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
• Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
• Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
• Frequency domain bootstrap for ratio statistics under long-range dependence (Q2178174) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
• A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
• On the non-standard distribution of empirical likelihood estimators with spatial data (Q2407071) (← links)
• On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
• A moving blocks empirical likelihood method for longitudinal data (Q2803479) (← links)
• Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series (Q2817310) (← links)
• Empirical likelihood in long-memory time series models (Q2930886) (← links)
• Reduce computation in profile empirical likelihood method (Q3087599) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Robust empirical likelihood for time series (Q4997682) (← links)
• A note on empirical likelihoods derived from pairwise score functions (Q5218874) (← links)
• Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
• Frequency domain generalized empirical likelihood method (Q5408114) (← links)
• Exponential tilted likelihood for stationary time series models (Q5880135) (← links)
• Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)
• Inference for short‐memory time series models based on modified empirical likelihood (Q6081858) (← links)
• Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series (Q6585935) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)