Empirical likelihood and time series applications

content dedicated to the master thesis. Includes jupyter notebooks for examples and also links to the actual thesis.

1) Final files

Presentation

• presentation for defense

Final version of the master thesis.

• thesis full thesis in .pdf
• abstract both in CZ and ENG .pdf file

Examples rendered in jupyter notebook that were provided in the thesis

• Estimation of parameters of AR process shown in the master thesis notebook
• empirical likelihood python package rendered in jupyter.
• arma mode package used to generate the example time series

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... older and dev. stuff

2) DSEM

Master thesis seminar files

• presentation for DSEM

3) Owens example on Tree width data

from Owens book empirical likelihoood section 8.2

• notebook for Owens data
• Tree rings data tree_ring.csv download

4) EL classes & functions package

old versions ...

• notebook (rendered) empirical_likelihood.py Su tam vsetko dolezitejsie triedy ktore zatial vyuzivam k vypoctu EL. Includes classes:
  • for data
  • class for block (for blockwise empirical likelihood)
  • parameters, has method for EL evaluation and estimation of confidence levels