Blockwise Empirical Cressie-Read Likelihood for Weakly Dependent Data

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.