Empirical likelihood for compound Poisson processes

DOI10.1111/J.1467-842X.2012.00678.XMaRDI QIDQ2802816zbMATHOpenAlexFDO

Authors Zhouping Li, Xiping Wang, Wang Zhou

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 intervalempirical likelihoodPoisson processcompound Poisson processstudentization

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Parametric tolerance and confidence regions (62F25) Applications of statistics to social sciences (62P25)

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Cites work

• Data. A collection of problems from many fields for the student and research worker
• Edgeworth expansions for compound Poisson processes and the bootstrap
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• On the asymptotic distribution of the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables

Cited in

(6)

• Empirical likelihood ratio for two-sample compound Poisson process problems
• On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
• Empirical likelihood for compound Poisson vector processes
• Confidence bounds for compound Poisson process
• Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
• Empirical likelihood for compound Poisson processes under infinite second moment

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