Residential College | false |
Status | 已發表Published |
Empirical likelihood for compound Poisson processes under infinite second moment | |
Cheng, Conghua1; Liu, Zhi2,3; Wan, Yi2 | |
2017 | |
Source Publication | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS |
ISSN | 0361-0926 |
Volume | 46Issue:17Pages:8618-8627 |
Abstract | The compound Poisson process S-N(t) = Sigma(N(t))(j=1) X (j) has been widely used in many fields, for example, physics, engineering, finance, and so on. Regarding the process, the average number, namely t(-1)E[S-N(t)] = lambda mu, attracts lots of interests. In this article, we derive the limiting behavior of the log empirical likelihood ratio statistic for lambda mu when the population is in the domain of attraction of normal law. The simulation studies confirm the theoretical result. |
Keyword | Compound Poisson Process Domain Of Attraction Of Normal Law Empirical Likelihood |
DOI | 10.1080/03610926.2016.1185122 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000406538400024 |
Publisher | TAYLOR & FRANCIS INC |
The Source to Article | WOS |
Scopus ID | 2-s2.0-85019020075 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | 1.Zhaoqing Univ, Sch Math & Stat, Zhaoqing, Peoples R China 2.Univ Macau, Dept Math, Ave Univ, Taipa 999078, Macau, Peoples R China 3.UMacau Zhuhai Res Inst, Zhuhai, Peoples R China |
Recommended Citation GB/T 7714 | Cheng, Conghua,Liu, Zhi,Wan, Yi. Empirical likelihood for compound Poisson processes under infinite second moment[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46(17), 8618-8627. |
APA | Cheng, Conghua., Liu, Zhi., & Wan, Yi (2017). Empirical likelihood for compound Poisson processes under infinite second moment. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 46(17), 8618-8627. |
MLA | Cheng, Conghua,et al."Empirical likelihood for compound Poisson processes under infinite second moment".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 46.17(2017):8618-8627. |
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