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- W2023367185 abstract "Abstract. This paper considers blockwise empirical likelihood for real-valued linear time processes which may exhibit either short- or long-range dependence. Empirical likelihood approaches intended for weakly dependent time series can fail in the presence of strong dependence. However, a modified blockwise method is proposed for confidence interval estimation of the process mean, which is valid for various dependence structures including long-range dependence. The finite-sample performance of the method is evaluated through a simulation study and compared with other confidence interval procedures involving subsampling or normal approximations." @default.
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- W2023367185 date "2007-07-01" @default.
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- W2023367185 title "Empirical likelihood confidence intervals for the mean of a long-range dependent process" @default.
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- W2023367185 doi "https://doi.org/10.1111/j.1467-9892.2006.00526.x" @default.
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