Bandwidth Selection in Blocks Empirical Likelihood Method for Time Series
Author:
Funder
the Humanities and Social Science Foundation of the Ministry of Education of China
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42519-022-00262-y.pdf
Reference14 articles.
1. Hall P, Horowitz JL, Jing BY (1995) On blocking rules for the bootstrap with dependent data. Biometrika 82:561–574
2. Jiang F, Wang L (2017) Adjusted blockwise empirical likelihood for long memory time series models. Stat Methods Appl 75:1–14
3. Kim YM, Lahiri SN, Nordman DJ (2013) A progressive block empirical likelihood method for time series. J Am Stat Assoc 108:1506–1516
4. Kitamura Y (1997) Empirical likelihood mthods with weakly dependent processes. Ann Stat 25:2084–2102
5. Künsch HR (1989) The jackknife and the bootstrap for general stationary observations. Ann Stat 17:1217–1241
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