Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series
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Publication:2817310
DOI10.1111/jtsa.12175zbMath1396.62199OpenAlexW2230698731MaRDI QIDQ2817310
Ngai Hang Chan, Chun Yip Yau, Kun Chen
Publication date: 30 August 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12175
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)
Related Items (3)
On empirical likelihood test for predictability ⋮ Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance ⋮ Robust empirical likelihood for time series
Cites Work
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