| Empirical Likelihood of Density Function for Dependent Series |
| Received:July 03, 2006 Revised:April 16, 2008 |
| Key Words:
$m-$dependent series density function empirical likelihood.
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| Fund Project:11th Five-Year Plan Social Science Project of Office of Education of Jilin Province (No.2007235). |
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| Abstract: |
| 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. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2008.03.026 |
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