Empirical likelihood for partial parameters in ARMA models with infinite variance

DOI10.1155/2014/868970zbMath1442.62201OpenAlexW2127093334WikidataQ59052910 ScholiaQ59052910MaRDI QIDQ2336800

Wei Liang, Shu-yuan He, Jin-yu Li

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/868970

Mathematics Subject Classification ID

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

Cites Work

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