相依序列密度函数的经验似然推断
With the application of the special properties of strongly stationary m-dependent series, this paper is concerned with the empirical likelihood confidence intervals of density function under m-dependent series. The limit distribution of empirical likelihood ratio statistics is given out, and the empirical likelihood confidence intervals of parameters can be constructed. A simulation study is conducted to show the finite sample performance of the empirical likelihood based method.
作 者： 金淑华 JIN Shu Hua 作者单位： Department of Mathematics, Changchun Taxation College, Jilin 130117, China 刊 名： 数学研究与评论 ISTIC PKU 英文刊名： JOURNAL OF MATHEMATICAL RESEARCH AND EXPOSITION 年，卷(期)： 2008 28(3) 分类号： O211.6 关键词： m-dependent series density function empirical likelihood