Improved density estimators for invertible linear processes

Communications in Statistics - Theory and Methods

Volumn 38, Issue 16-17, 2009, Pages 3123-3147

  Schick, Anton ^a   Wefelmeyer, Wolfgang ^b  

^a BINGHAMTON UNIVERSITY   (United States)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Convolution estimator; Empirical likelihood for dependent data; Empirical likelihood with infinitely many constraints; Infinite order autoregressive process; Infinite order moving average process; Local U statistic; Plug in estimator

Indexed keywords

EMPIRICAL LIKELIHOOD FOR DEPENDENT DATA; EMPIRICAL LIKELIHOOD WITH INFINITELY MANY CONSTRAINTS; INFINITE-ORDER AUTOREGRESSIVE PROCESS; INFINITE-ORDER MOVING AVERAGE PROCESS; LOCAL U-STATISTIC; PLUG-IN ESTIMATOR;

CONVOLUTION; FUNCTIONS; INNOVATION;

PARAMETER ESTIMATION;

EID: 70249115717     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920902947592     Document Type: Article

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