Exponential tilted likelihood for stationary time series models
Depending on the asymptotical independence of periodograms, exponential tilted (ET) likelihood, as an effective nonparametric statistical method, is developed to deal with time series in this paper. Similar to empirical likelihood (EL), it still suffers from two drawbacks: the non-definition problem...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2022-08-01
|
| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2021.1978207 |