Empirical Likelihood Inference for MA$(q)$ Model
Received:October 18, 2007  Revised:November 09, 2008
Key Words: MA$(q)$   empirical likelihood   moment restriction   asymptotic properties.  
Fund Project:``Mathematics X'' of DLUT (No.842306).
Author NameAffiliation
CHEN Yan Hong School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, China 
SONG Li Xin School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, China 
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Abstract:
      
Citation:
DOI:10.3770/j.issn:1000-341X.2009.05.020
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