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stat.ME2016
Adjusted Empirical Likelihood for Long-memory Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to short-memory time series models by Monti (1997) through the Whittle's estimation method. Yau (2012) extended this idea to long-memor…
stat.ME2016★ 1 cited
Adjusted Empirical Likelihood for Time Series Models
Ramadha D. Piyadi Gamage, Wei Ning, Arjun K. Gupta
Empirical likelihood method has been applied to dependent observations by Monti (1997) through the Whittle's estimation method. Similar asymptotic distribution of the empirical lik…