School of Business Administration, Faculty of Urban Liberal Arts, Tokyo Metropolitan University, 1-1 Minami-Osawa, Hachioji-shi, Tokyo, 192-0397, Japan.
AN EMPIRICAL LIKELIHOOD APPROACH FOR NON-GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION
Article first published online: 10 NOV 2010
© 2010 Australian Statistical Publishing Association Inc.
Australian & New Zealand Journal of Statistics
Volume 52, Issue 4, pages 451–468, December 2010
How to Cite
Ogata, H. and Taniguchi, M. (2010), AN EMPIRICAL LIKELIHOOD APPROACH FOR NON-GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION. Australian & New Zealand Journal of Statistics, 52: 451–468. doi: 10.1111/j.1467-842X.2010.00585.x
Acknowledgments. The authors are grateful to an editor and a referee for their helpful comments, which improved the original version greatly. This work was supported by Grant-in-Aid for Scientific Research (A) (19204009, 21241040) and Grant-in-Aid for Young Scientists (B) (22700291).
- Issue published online: 27 DEC 2010
- Article first published online: 10 NOV 2010
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