Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
Crossref DOI link: https://doi.org/10.1007/s11203-017-9159-3
Published Online: 2017-04-09
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Akashi, Fumiya
Funding for this research was provided by:
Japan Society for the Promotion of Science (16K16022)
License valid from 2017-04-09