Empirical likelihood confidence intervals for the mean of a long-range dependent process
Year of publication: |
2005-11
|
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Authors: | Nordman, Dan Nordman ; Sibbertsen, Philipp ; Lahiri, Soumendra N. |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | blocking | confidence interval | empirical likelihood | FARIMA | long-range dependence |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 26 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: |
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