Power properties of empirical likelihood for stationary processes

MaRDI QIDQ5453726zbMATH OpenFDO

Authors Kenichiro Tamaki

Publication date 3 April 2008

zbMATH Keywords

local power

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Order statistics; empirical distribution functions (62G30) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(3)

• Discrete power distributions and inference using likelihood
• Empirical likelihood ratio tests with power one
• Likelihood-based inference for power distributions

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