弱相依数据中的分组经验Cressie-Read似然方法

Blockwise Empirical Cressie-Read Likelihood for Weakly Dependent Data

摘要: 本文考虑一般的弱相依数据, 提出了分组经验Cressie-Read似然方法. 得到了分组经验Cressie-Read似然参数估计的强收敛性、渐近正态性和其分组经验Cressie-Read统计量的渐近$\chi^{2}$性.
- 分组经验Cressie-Read统计量 /
- 弱相依数据 /
- 渐近正态性 /
- 经验似然
Abstract: In this paper, we introduce a method of blockwise empirical Cressie-Read likelihood for weakly dependent data. The strong consistency and asymptotic normality of the blockwise empirical Cressie-Read likelihood estimation of the parameters are obtained. It is also shown that the blockwise empirical Cressie-Read likelihood statistic is asymptotically a $chi$-square distribution.