Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/article/10.1007/s11203-017-9159-3/fulltext.html
Reference34 articles.
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3. Andrews B, Calder M, Davis RA (2009) Maximum likelihood estimation for $$\alpha $$ α -stable autoregressive processes. Ann Stat 37:1946–1982
4. Bravo F (2009) Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models. Econom J 12:208–231
5. Brockwell PJ, Davis RA (1991) Time series: theory and methods: Springer series in statistics, 2nd edn. Springer, Berlin
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