On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
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Publication:405371
DOI10.1214/14-EJS930zbMath1298.62037OpenAlexW3122750205WikidataQ61810901 ScholiaQ61810901MaRDI QIDQ405371
Chun Yip Yau, Ngai Hang Chan, Kun Chen
Publication date: 5 September 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1409058255
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items
Small‐sample testing inference in symmetric and log‐symmetric linear regression models, Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance
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