Nordman, Daniel J.; Sibbertsen, Philipp; Lahiri, … - In: Journal of Time Series Analysis 28 (2007) 4, pp. 576-599
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...