**ABSTRACT **

This talk aims to motivate and describe two formulations of empirical

likelihood for time series inference based on tapered data. One mpirical

likelihood is formed from tapered blocks of data
in the time-domain, where data blocks help to capture the time
dependence. The second empirical likelihood
is based on the tapered periodogram (i.e., a data transformation)
in the frequency-domain.
Both approaches produce log-likelihoods with chi-squared limits
for calibrating confidence regions. Some simulations indicate that a data taper
improves the coverage accuracy of empirical likelihood confidence
intervals for time series parameters, such as means and

correlations.

Mon., October 8, 2007

4:00 p.m.

223 Weber