Empirical likelihood methods with weakly dependent processes

Annals of Statistics

Volumn 25, Issue 5, 1997, Pages 2084-2102

  Kitamura, Yuichi ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Bartlett correction; Edgeworth expansion; Empirical likelihood; Estimating function; Generalized method of moments; Nonparametric likelihood; Spectral density; Strong mixing; Time series regression; Weak dependence

Indexed keywords

EID: 0031529223     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362388     Document Type: Article

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