Pages that link to "Item:Q466523"

The following pages link to A review of empirical likelihood methods for time series (Q466523):

Displaying 28 items.

• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Empirical likelihood inference for INAR(1) model with explanatory variables (Q334846) (← links)
• Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← 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)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Empirical likelihood for change point detection in autoregressive models (Q2131973) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• A general frequency domain method for assessing spatial covariance structures (Q2203611) (← links)
• Empirical likelihood-based inference in regressive model with moment restrictions (Q2217815) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• On the non-standard distribution of empirical likelihood estimators with spatial data (Q2407071) (← links)
• Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series (Q2802910) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• Empirical likelihood for moving average models (Q5078576) (← links)
• Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning (Q5082636) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
• Exponential tilted likelihood for stationary time series models (Q5880135) (← 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 review of recent advances in empirical likelihood (Q6602013) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
• Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data (Q6661247) (← links)
• Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)