Empirical Likelihood for Compound Poisson Processes
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Publication:2802816
DOI10.1111/j.1467-842X.2012.00678.xzbMath1336.62103MaRDI QIDQ2802816
Wang Zhou, Xiping Wang, Zhouping Li
Publication date: 27 April 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2012.00678.x
confidence interval; Poisson process; compound Poisson process; empirical likelihood; studentization
62F25: Parametric tolerance and confidence regions
62P25: Applications of statistics to social sciences
62M05: Markov processes: estimation; hidden Markov models
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment, Empirical likelihood ratio for two-sample compound Poisson process problems
Cites Work
- Empirical likelihood ratio confidence regions
- Data. A collection of problems from many fields for the student and research worker
- Edgeworth expansions for compound Poisson processes and the bootstrap
- On the asymptotic distribution of the sum of a random number of independent random variables
- Empirical likelihood ratio confidence intervals for a single functional
- On the central limit theorem for the sum of a random number of independent random variables