A note on the asymptotic behaviour of empirical likelihood statistics

DOI10.1007/S10260-010-0137-9zbMath1332.62079OpenAlexW2063744787MaRDI QIDQ257581

Gianfranco Adimari, Annamaria Guolo

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/s10260-010-0137-9

zbMATH Keywords

stationary processautoregressive modelpseudo-likelihoodestimating functionGARCH modelWhittle's estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests ⋮ Empirical Likelihood for the Analysis of Experimental Designs ⋮ A note on empirical likelihoods derived from pairwise score functions ⋮ Empirical likelihood confidence regions for the evaluation of continuous-scale diagnostic tests in the presence of verification bias

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• Estimating equations, empirical likelihood and constraints on parameters
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process

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