Empirical likelihood confidence regions for autoregressive models with explanatory variables

DOI10.1007/s42952-022-00163-7zbMath1496.62156OpenAlexW4214551630MaRDI QIDQ2089027

De-Hui Wang, Feilong Lu

Publication date: 6 October 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00163-7

zbMATH Keywords

confidence regionautoregressive modelempirical likelihood\(\chi^2\)-distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Empirical likelihood ratio confidence regions
• On the asymptotic properties of least-squares estimators in autoregression
• Empirical likelihood for linear models
• Strong consistency of least squares estimates in dynamic models
• Empirical likelihood and general estimating equations
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
• Empirical likelihood for partially linear models
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes
• Empirical Likelihood for an Autoregressive Model with Explanatory Variables
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS
• Nonlinear Time Series
• Empirical likelihood ratio confidence intervals for a single functional
• Root-N-Consistent Semiparametric Regression
• Empirical likelihood confidence regions in time series models
• Adaptive estimation in partially linear autoregressive models
• Bayesian estimation for first-order autoregressive model with explanatory variables

This page was built for publication: Empirical likelihood confidence regions for autoregressive models with explanatory variables