A note on the asymptotic behaviour of empirical likelihood statistics
| Year of publication: |
2010
|
|---|---|
| Authors: | Adimari, Gianfranco ; Guolo, Annamaria |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 4, p. 463-476
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| Publisher: |
Springer |
| Subject: | Autoregressive model | Estimating function | GARCH model | Pseudo-likelihood | Stationary process | Whittle’s estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775555