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Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance

Chen, K; Chan, NH; Yau, CY

Chan, NH (corresponding author), Chinese Univ Hong Kong, Dept Stat, Shatin, Hong Kong, Peoples R China.

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2020; 72 (5): 1159

Abstract

The Bartlett correction is a desirable feature of the likelihood inference, which yields the confidence region for parameters with improved coverage p......

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