Nordman, Dan Nordman; Sibbertsen, Philipp; Lahiri, … - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2005
This paper considers blockwise empirical likelihood for real-valued linear time processes which may exhibit either short- or long-range dependence. Empirical likelihood approaches intended for weakly dependent time series can fail in the presence of strong dependence. However, a modified...