Data tilting for time series

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 65, Issue 2, 2003, Pages 425-442

  Hall, Peter ^a   Yao, Qiwei ^a,b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Autoregression; Bootstrap; Confidence interval; Constrained inference; Empirical likelihood; Linear time series; Power divergence; Robust inference

Indexed keywords

EID: 0038446328     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00394     Document Type: Article

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