Liu, Li. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 41-44). / Abstract also in Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Empirical Likelihood --- p.1 / Chapter 1.2 --- Empirical Likelihood for Dependent Data --- p.4 / Chapter 1.2.1 --- Spectral Method --- p.5 / Chapter 1.2.2 --- Blockwise Method --- p.6 / Chapter 1.3 --- Edgeworth Expansions and Bartlett Correction --- p.9 / Chapter 1.3.1 --- Coverage Errors --- p.10 / Chapter 1.3.2 --- Edgeworth Expansions --- p.11 / Chapter 1.3.3 --- Bartlett Correction --- p.13 / Chapter 2 --- Bartlett Correction for EL --- p.16 / Chapter 2.1 --- Empirical Likelihood in Time Series --- p.16 / Chapter 2.2 --- Stochastic Expansions of EL in Time Series --- p.19 / Chapter 2.3 --- Edgeworth Expansions of EL in Time Series --- p.22 / Chapter 2.3.1 --- Validity of the Formal Edgeworth Expansions --- p.22 / Chapter 2.3.2 --- Cumulant Calculations --- p.24 / Chapter 2.4 --- Main Results --- p.30 / Chapter 3 --- Simulations --- p.32 / Chapter 3.1 --- Confidence Region --- p.33 / Chapter 3.2 --- Coverage Error of Confidence Regions --- p.35 / Chapter 4 --- Conclusion and Future Work --- p.38 / Bibliography --- p.41
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_326708 |
| Date | January 2009 |
| Contributors | Liu, Li., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, viii, 44 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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