Pages that link to "Item:Q5357573"
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The following pages link to AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573):
Displaying 10 items.
- Estimation for non-Gaussian locally stationary processes with empirical likelihood method (Q444216) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Empirical likelihood approach toward discriminant analysis for dynamics of stable processes (Q1731205) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- An empirical likelihood approach for discriminant analysis of non-Gaussian vector stationary linear processes (Q2797805) (← links)
- Bartlett correction of empirical likelihood for non-Gaussian short-memory time series (Q2817310) (← links)
- On copula moment: empirical likelihood based estimation method (Q5095867) (← links)
- Frequency domain generalized empirical likelihood method (Q5408114) (← links)
