A note on the asymptotic behaviour of empirical likelihood statistics
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007.
"Empirical likelihood confidence intervals for the mean of a long-range dependent process,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(4), pages 576-599, July.
- Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005. "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP) dp-327, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Chan, Ngai Hang & Ling, Shiqing, 2006. "Empirical Likelihood For Garch Models," Econometric Theory, Cambridge University Press, vol. 22(03), pages 403-428, June.
More about this item
KeywordsAutoregressive model; Estimating function; GARCH model; Pseudo-likelihood; Stationary process; Whittle’s estimator;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:19:y:2010:i:4:p:463-476. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .