✦ LIBER ✦

Blockwise empirical Euclidean likelihood for weakly dependent processes

✍ Scribed by Lu Lin; Runchu Zhang

Book ID: 104301682
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 126 KB
Volume: 53
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00066-9

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✦ Synopsis

This paper introduces a method of blockwise empirical Euclidean likelihood for weakly dependent processes. The strong consistency and asymptotic normality of the blockwise empirical Euclidean likelihood estimation are proved. It is deduced that the blockwise empirical Euclidean likelihood ratio statistic is asymptotically a chi-square statistic. These results show that the blockwise empirical Euclidean likelihood estimation is more asymptotically e cient than the original empirical (Euclidean) likelihood estimation and it is useful for weakly dependent processes.

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