A note on the asymptotic behaviour of empirical likelihood statistics

Gianfranco Adimari () and Annamaria Guolo

Statistical Methods & Applications, 2010, vol. 19, issue 4, 463-476

Keywords: Autoregressive model; Estimating function; GARCH model; Pseudo-likelihood; Stationary process; Whittle’s estimator (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10260-010-0137-9

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