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Adjusted empirical likelihood for long-memory time-series models - MaRDI portal

Adjusted empirical likelihood for long-memory time-series models (Q2323270)

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Adjusted empirical likelihood for long-memory time-series models
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    Adjusted empirical likelihood for long-memory time-series models (English)
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    30 August 2019
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    adjusted empirical likelihood
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    ARFIMA models
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    Bartlett correction
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    confidence regions
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    coverage probability
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    Whittle's likelihood
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