Bartlett Correctability of Empirical Likelihood for Time Series

Author:

Chan Ngai Hang1,Liu Li2

Affiliation:

1. Department of Statistics, Chinese University of Hong Kong, Shatin, NT, Hong Kong. Email: nhchan@sta.cuhk.edu.hk

2. Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213-3890, U.S.A. Email: lliu@stat.cmu.edu

Publisher

The Japan Statistical Society

Reference20 articles.

1. (1)Anderson, T. W. (1971). The Statistical Analysis of Time Series, New York, John Wiley & Sons.

2. (2)Beran, J. (1994). Statistics for Long-memory Processes, New York, Chapman & Hall.

3. (3)Bhattacharya, R. N. and Ghosh, J. K. (1978). On the validity of the formal Edgeworth expansion, Ann. Statist., 6, 434–451.

4. (4)Brillinger, D. R. (2001). Time Series: Data Analysis and Theory, 2nd Ed., San Francisco, Holden-Day.

5. (5)Chen, S. X. and Cui, H. (2007). On the second properties of empirical likelihood with moment restrictions, J. Econom., 141, 492–516.

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