Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance |
scientific article; zbMATH DE number 7342239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance |
scientific article; zbMATH DE number 7342239 |
Statements
Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (English)
0 references
3 May 2021
0 references
coverage error
0 references
Edgeworth expansion
0 references
periodogram
0 references
Whittle likelihood
0 references
0 references
0 references
0.8768277764320374
0 references
0.852790892124176
0 references
0.8130239844322205
0 references
0.8071649074554443
0 references
0.7780251502990723
0 references