Empirical likelihood for moving average models

DOI10.1080/03610926.2019.1710196OpenAlexW2998792070MaRDI QIDQ5078576

Ying Hua Li, Yong Song Qin

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1710196

zbMATH Keywords

confidence regionempirical likelihoodMA model

Mathematics Subject Classification ID

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

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