Pages that link to "Item:Q4364906"

The following pages link to Empirical likelihood confidence regions in time series models (Q4364906):

Displaying 50 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)
• An empirical likelihood method for spatial regression (Q451300) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Estimating function approach for CHARN models (Q475342) (← links)
• Empirical likelihood for AR-ARCH models based on LAD estimation (Q511188) (← links)
• Empirical likelihood for LAD estimators in infinite variance ARMA models (Q625001) (← links)
• Blockwise empirical likelihood for time series of counts (Q631632) (← links)
• An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
• Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models (Q988118) (← 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)
• Empirical likelihood approach toward discriminant analysis for dynamics of stable processes (Q1731205) (← links)
• Statistical inference for generalized random coefficient autoregressive model (Q1931089) (← links)
• Empirical likelihood for first-order mixed integer-valued autoregressive model (Q1989865) (← links)
• Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
• Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models (Q2197602) (← links)
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts (Q2295257) (← links)
• Robust causality test of infinite variance processes (Q2305988) (← links)
• Adjusted empirical likelihood for long-memory time-series models (Q2323270) (← links)
• Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
• Empirical likelihood for partial parameters in ARMA models with infinite variance (Q2336800) (← links)
• A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
• A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
• On the non-standard distribution of empirical likelihood estimators with spatial data (Q2407071) (← links)
• On Bartlett correctability of empirical likelihood in generalized power divergence family (Q2452773) (← links)
• Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701) (← links)
• On the robustness of empirical likelihood ratio confidence intervals for location (Q2738926) (← links)
• Confidence intervals for the difference between two partial AUCs (Q2802782) (← 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)
• The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes (Q3083798) (← links)
• Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
• Parametric Inference in Stationary Time Series Models with Dependent Errors (Q3145568) (← links)
• Empirical Likelihood-based Inference for Stationary-ergodicity of the Generalized Random Coefficient Autoregressive Model (Q3462386) (← links)
• Tapered empirical likelihood for time series data in time and frequency domains (Q3613157) (← links)
• EMPIRICAL LIKELIHOOD RATIO CONFIDENCE INTERVAL FOR THE TRIMMED MEAN (Q4449094) (← links)
• Data Tilting for Time Series (Q4665865) (← links)
• A nonparametric confidence interval for the trimmed mean (Q4806542) (← links)
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data (Q4960563) (← links)
• Conditional heteroscedasticity test for Poisson autoregressive model (Q4975153) (← links)
• Robust empirical likelihood for time series (Q4997682) (← links)
• Empirical likelihood for moving average models (Q5078576) (← 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)
• AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573) (← links)
• Frequency domain generalized empirical likelihood method (Q5408114) (← links)