A note on the asymptotic behaviour of empirical likelihood statistics (Q257581)
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: A note on the asymptotic behaviour of empirical likelihood statistics |
scientific article; zbMATH DE number 6557256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic behaviour of empirical likelihood statistics |
scientific article; zbMATH DE number 6557256 |
Statements
A note on the asymptotic behaviour of empirical likelihood statistics (English)
0 references
17 March 2016
0 references
autoregressive model
0 references
estimating function
0 references
GARCH model
0 references
pseudo-likelihood
0 references
stationary process
0 references
Whittle's estimator
0 references
0 references
0.9186289
0 references
0.91400623
0 references
0 references
0.9072738
0 references
0.90538096
0 references
