Empirical likelihood for compound Poisson processes under infinite second moment

DOI10.1080/03610926.2016.1185122zbMATH Open1386.60149OpenAlexW2509143173MaRDI QIDQ4586595FDOQ4586595

Authors: Conghua Cheng, Zhi Liu, Yi Wan 

Publication date: 27 October 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1185122

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zbMATH Keywords

empirical likelihoodcompound Poisson processdomain of attraction of normal law

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Generalized stochastic processes (60G20)

Cited In (5)

• On Gaussian Compound Poisson Type Limiting Likelihood Ratio Process
• Empirical likelihood ratio for two-sample compound Poisson processes under infinite second moment
• Empirical likelihood ratio for two-sample compound Poisson process problems
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
• Empirical likelihood ratio under infinite second moment

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