Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150024 | Journal of Statistical Planning and Inference | 2007 | 17 Pages |
Abstract
The empirical likelihood ratio-based semiparametric tests of change-points with epidemic alternatives are constructed and are proved to have the same limiting null distributions as some well-known tests. The maximum empirical likelihood estimates of the change-points and the epidemic duration are shown to be consistent. Data-based model tests are also provided. The method is applied to a stock market price data and the Nile river data.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhong Guan,