UM  > Faculty of Science and Technology  > DEPARTMENT OF MATHEMATICS
Residential Collegefalse
Status已發表Published
Empirical likelihood for compound Poisson processes under infinite second moment
Cheng, Conghua1; Liu, Zhi2,3; Wan, Yi2
2017
Source PublicationCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN0361-0926
Volume46Issue: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.

KeywordCompound Poisson Process Domain Of Attraction Of Normal Law Empirical Likelihood
DOI10.1080/03610926.2016.1185122
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000406538400024
PublisherTAYLOR & FRANCIS INC
The Source to ArticleWOS
Scopus ID2-s2.0-85019020075
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Affiliation1.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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Cheng, Conghua]'s Articles
[Liu, Zhi]'s Articles
[Wan, Yi]'s Articles
Baidu academic
Similar articles in Baidu academic
[Cheng, Conghua]'s Articles
[Liu, Zhi]'s Articles
[Wan, Yi]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Cheng, Conghua]'s Articles
[Liu, Zhi]'s Articles
[Wan, Yi]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.