Empirical likelihood testing for memory parameter in Gaussian and non-Gaussion stationary time series

DOI10.3969/j.issn.1001-4268.2024.01.006MaRDI QIDQ6585935

Xiuzhen Zhang, Zhiping Lu

Publication date: 12 August 2024

Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

empirical likelihoodmemory parameterparameter hypothesis test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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