A blockwise empirical likelihood method for time series in frequency domain inference

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Empirical likelihood methods with weakly dependent processes
On the Bartlett correction of empirical likelihood for Gaussian long-memory time series
A review of empirical likelihood methods for time series
Blockwise empirical likelihood for time series of counts
Jackknife-blockwise empirical likelihood methods under dependence
On the range of validity of the autoregressive sieve bootstrap
On the validity of resampling methods under long memory
Goodness of fit tests for spectral distributions
Empirical likelihood ratio confidence regions
An empirical likelihood approach for symmetric \(\alpha\)-stable processes
Extending the scope of empirical likelihood
Asymptotic normality of spectral estimates
Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
A central limit theorem for stationary processes and the parameter estimation of linear processes
Empirical likelihood and general estimating equations
A frequency domain bootstrap for ratio statistics in time series analysis
A limit theory for long-range dependence and statistical inference on related models
Resampling methods for dependent data
Autoregressive-aided periodogram bootstrap for time series
Adjusted empirical likelihood for time series models
Convolved subsampling estimation with applications to block bootstrap
Asymptotically optimal estimation in misspecified time series models
The jackknife and the bootstrap for general stationary observations
Large sample confidence regions based on subsamples under minimal assumptions
Extending the validity of frequency domain bootstrap methods to general stationary processes
A frequency domain empirical likelihood method for irregularly spaced spatial data
A frequency domain empirical likelihood for short- and long-range dependence
Asymptotic expansions for sums of block-variables under weak dependence
Self-concordance for empirical likelihood
Empirical likelihood in long-memory time series models
Inference For Autocorrelations Under Weak Assumptions
Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
Methodology and Algorithms of Empirical Likelihood
On estimation of parameters of Gaussian stationary processes
Confidence intervals for spectral mean and ratio statistics
Tapered empirical likelihood for time series data in time and frequency domains
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U_p-STATISTIC
Empirical likelihood confidence regions in time series models
The Hybrid Wild Bootstrap for Time Series
Robust empirical likelihood for time series
Frequency domain generalized empirical likelihood method
Blockwise empirical entropy tests for time series regressions
Measure Theory and Probability Theory
EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
Time series. Data analysis and theory.
The bootstrap and Edgeworth expansion
Bootstrapping Whittle estimators
A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain

This page was built for publication: A blockwise empirical likelihood method for time series in frequency domain inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6608684)