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Empirical Likelihood (EL) method introduced by Owen (1988) is a widely used nonparametric tool for constructing confidence regions due to its appealing asymptot
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This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processe
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A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the th
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Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method
