POWER PROPERTIES OF EMPIRICAL LIKELIHOOD FOR STATIONARY PROCESSES

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Author(s)

Abstract

In this paper we discuss the second order power properties of empiricallikelihood for stationary processes. The asymptotic distribution of empirical likelihoodratio statistics under a sequence of local alternatives is given.

Journal

  • Scientiae Mathematicae Japonicae

    Scientiae Mathematicae Japonicae 66(3), 359-369, 2007-11-01

    International Society for Mathematical Sciences

References:  15

Cited by:  1

Codes

  • NII Article ID (NAID)
    10019780460
  • NII NACSIS-CAT ID (NCID)
    AA1150654X
  • Text Lang
    ENG
  • Article Type
    Journal Article
  • ISSN
    13460862
  • Data Source
    CJP  CJPref  J-STAGE 
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