Empirical Likelihood for Linear Models Under Linear Process Errors

DOI10.1080/03610926.2013.844258zbMath1332.62119OpenAlexW2060397102MaRDI QIDQ2794789

Yong Song Qin, Qing-Zhu Lei

Publication date: 11 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.844258

zbMATH Keywords

linear processlinear modelconfidence intervalempirical likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Asymptotic normality in partial linear models based on dependent errors
• Time series: theory and methods
• On the convergence rate in the central limit theorem for associated processes
• Lacunary systems and generalized linear processes
• Empirical likelihood for linear models
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence intervals for the mean of a long‐range dependent process
• Association of Random Variables, with Applications

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