Robust empirical likelihood for time series
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Publication:4997682
DOI10.1111/jtsa.12552zbMath1468.62333OpenAlexW3040434921MaRDI QIDQ4997682
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12552
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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