A frequency domain empirical likelihood for short- and long-range dependence

Annals of Statistics

Volumn 34, Issue 6, 2006, Pages 3019-3050

  Nordman, Daniel J ^a,b   Lahiri, Soumendra N ^a,b  

^a IOWA STATE UNIVERSITY   (United States)

^b E005A Lagomarcino Hall   (United States)

Author keywords

Empirical likelihood; Estimating equations; Long range dependence; Periodogram; Spectral distribution; Whittle estimation

Indexed keywords

EID: 34547301461     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000902     Document Type: Article

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