Adjusted blockwise empirical likelihood for long memory time series models
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Publication:1663616
DOI10.1007/S10260-017-0403-1zbMath1395.62270OpenAlexW2760688904MaRDI QIDQ1663616
Publication date: 21 August 2018
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-017-0403-1
confidence intervalWilks' theoremadjusted blockwise empirical likelihoodlong memory time series models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
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Cites Work
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