Article ID Journal Published Year Pages File Type
1155049 Statistics & Probability Letters 2006 8 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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