摘要
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 func- tion 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.
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.
基金
11th Five-Year Plan Social Science Project of Office of Education of Jilin Province(No.2007235)
