Empirical likelihood inference for error density estimators in first-order autoregression models

DOI10.1080/03610926.2014.974820OpenAlexW2787991953MaRDI QIDQ5160179

Hui Zhou, Jie Li

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.974820

zbMATH Keywords

kernel density estimatorempirical likelihoodresidualsAR(1) model

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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