Empirical likelihood for compound Poisson processes under infinite second moment

DOI10.1080/03610926.2016.1185122zbMath1386.60149OpenAlexW2509143173MaRDI QIDQ4586595

Conghua Cheng, Zhi Liu, Yi Wan

Publication date: 27 October 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1185122

zbMATH Keywords

compound Poisson processempirical likelihooddomain of attraction of normal law

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Prediction theory (aspects of stochastic processes) (60G25)

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