Keyword

time series (9)
edgeworth expansion (6)
autoregressive process (5)
empirical likelihood (4)
nonparametric regression (4)
periodogram (4)
stochastic integral (4)
strong mixing (4)
asymptotic theory (3)
bartlett correction (3)
efficiency (3)
least squares (3)
limiting distribution (3)
long-range dependence (3)
markov process (3)
martingale (3)
maximum likelihood estimation (3)
spectral density (3)
unstable process (3)
adaptive estimation (2)

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