Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models

DOI10.1080/10485252.2021.1898608zbMath1472.62051OpenAlexW3136525468MaRDI QIDQ5012332

Xiaoshuang Zhou, Pei Xin Zhao, Yi Ping Yang

Publication date: 1 September 2021

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2021.1898608

zbMATH Keywords

confidence intervalvarying coefficient modelARCH-M modelweighted empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data

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