摘要
研究强平稳φ混合随机变量序列均值的经验似然估计问题,利用拉格朗日乘子以及一些重要概率不等式讨论均值有限且方差不等于零的强平稳φ混合序列,并给出其总体均值和M-泛函统计推断以及置信区间.
In this paper,under the condition of φ-mixing random variables,the empirical likelihood method is studied.We establish statistical inference and confidence intervals are obtained for the population mean and Mfunctional of {Xn} which be the strongly stationary φ-mixing random variable sequence with mean is constant and a non negative variance by the lagrange multiplier and some important probability inequalities.
出处
《纯粹数学与应用数学》
CSCD
2012年第4期462-468,506,共8页
Pure and Applied Mathematics
基金
国家自然科学资金(61075049)
安徽省高校优秀人才基金(2009SQRZ189)
安徽省教育厅自然科学研究项目(KJ2009B113)
关键词
φ混合
经验似然
强平稳
φ-mixing； empirical likelihood； strong stationary
