Empirical Likelihood for Compound Poisson Processes

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

zbMATH Keywords

confidence interval; Poisson process; compound Poisson process; empirical likelihood; studentization

Mathematics Subject Classification ID

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)

Related Items

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