| MA$(q)$模型的经验似然推断 |
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| 引用本文： | 陈燕红,宋立新.MA$(q)$模型的经验似然推断[J].数学研究及应用,2009,29(5):923-930. |
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| 作者姓名： | 陈燕红 宋立新 |
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| 作者单位： | 大连理工大学数学科学学院, 辽宁 大连 116024;大连理工大学数学科学学院, 辽宁 大连 116024 |
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| 基金项目： | 大连理工大学``数学+X'项目(No.842306). |
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| 摘 要： | In this article we study the empirical likelihood inference for MA（q） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parameter, and we also propose an empirical log-likelihood ratio based on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotical standard chi-square distribution.
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| 关 键 词： | 经验似然估计 似然推理模型 硕士 似然比 发光 |
| 收稿时间： | 2007/10/18 0:00:00 |
| 修稿时间： | 2008/11/9 0:00:00 |
Empirical Likelihood Inference for MA$(q)$ Model |
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| CHEN Yan Hong and SONG Li Xin.Empirical Likelihood Inference for MA$(q)$ Model[J].Journal of Mathematical Research with Applications,2009,29(5):923-930. |
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| Authors: | CHEN Yan Hong and SONG Li Xin |
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| Affiliation: | School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, China;School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, China |
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| Abstract: | In this article we study the empirical likelihood inference for MA$(q)$ model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parameter, and we also propose an empirical log-likelihood ratio based on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotical standard chi-square distribution. |
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| Keywords: | MA$(q)$ empirical likelihood moment restriction asymptotic properties |
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