Exponential tilted likelihood for stationary time series models

DOI10.1080/24754269.2021.1978207OpenAlexW3202262867WikidataQ115549304 ScholiaQ115549304MaRDI QIDQ5880135

Yukun Liu, Ri-quan Zhang, Xiuzhen Zhang, Zhiping Lu

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2021.1978207

zbMATH Keywords

stationary time seriesadjusted exponential tilted likelihoodexponential tilted likelihoodmisspecified moment model

Mathematics Subject Classification ID

Statistics (62-XX)

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