Nonparametric likelihood inference for general autoregressive models

DOI10.1007/s10260-009-0122-3zbMath1332.62128OpenAlexW2039256878MaRDI QIDQ257487

Francesco Bravo

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-009-0122-3

zbMATH Keywords

empirical likelihooddouble unit rootsfunctional of Brownian motionmartingale inferenceseasonal unit roots

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

A review of empirical likelihood methods for time series

Cites Work

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