Bandwidth selection in blocks empirical likelihood method for time series

DOI10.1007/s42519-022-00262-yOpenAlexW4283076826MaRDI QIDQ2155994

Yanyan Li

Publication date: 15 July 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00262-y

zbMATH Keywords

optimal bandwidthserial correlationsblocks empirical likelihood

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx) Statistical distribution theory (62Exx)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Blockwise empirical likelihood for time series of counts
• Empirical likelihood ratio confidence regions
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• Theoretical comparisons of block bootstrap methods
• The jackknife and the bootstrap for general stationary observations
• Tapered block bootstrap
• A moving blocks empirical likelihood method for longitudinal data
• Tapered empirical likelihood for time series data in time and frequency domains
• Empirical likelihood ratio confidence intervals for a single functional
• Automatic Block-Length Selection for the Dependent Bootstrap
• On blocking rules for the bootstrap with dependent data
• A Progressive Block Empirical Likelihood Method for Time Series

This page was built for publication: Bandwidth selection in blocks empirical likelihood method for time series