Empirical likelihood confidence regions in time series models

Biometrika

Volumn 84, Issue 2, 1997, Pages 395-405

  Monti, Anna Clara ^a  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

Arma models; Bootstrap; Empirical likelihood; Whittle's likelihood

Indexed keywords

EID: 0001487011     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.2.395     Document Type: Article

References (22)

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