Pages that link to "Item:Q5952080"
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The following pages link to Blockwise empirical Euclidean likelihood for weakly dependent processes (Q5952080):
Displayed 14 items.
- An empirical likelihood method for spatial regression (Q451300) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Empirical Euclidean likelihood for general estimating equations under association dependence (Q716534) (← links)
- Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
- Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
- Empirical likelihood ratio confidence interval for positively associated series (Q1036871) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Empirical likelihood for NA series (Q2489832) (← links)
- Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes (Q2637519) (← links)
- Unbiased quasi-regression (Q2641582) (← links)
- Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence (Q4929181) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)