Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models

Keyphrases

• Generalized Empirical Likelihood 100%
• Self-constructing 20%
• General Linear Hypothesis 20%
• Robustness Testing 20%
• Natural Class 20%
• Generalized Method of Moments 20%
• Least Absolute Deviation 20%
• Tail Index 20%
• Continuous Updating 20%

Mathematics

• Empirical Likelihood Method 100%
• Least Absolute Deviation 25%
• Method of Moment 25%
• Make Inference 25%
• Tail Index 25%