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Empirical likelihood confidence regions in time series models |
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| Authors: | MONTI ANNA CLARA |
| Affiliation: | University of Naples ‘Federico II’ Via Sanfelice 47, I-80134 Naples, Italy e-mail: acmonti{at}cds.unina.it |
| Abstract: | |
| Keywords: | ARMA models Bootstrap Empirical likehood Whittle's likehood |
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