Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155049 | Statistics & Probability Letters | 2006 | 8 Pages |
Abstract
In this paper, we analyze the empirical likelihood under strongly stationary negatively associated (NA) series by using the blockwise technique. Our results show that the statistics is asymptotically chi-square distributed and that the corresponding confidence interval can be constructed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Junjian Zhang,