%0 Journal Article
%T EMPIRICAL LIKELIHOOD INFERENCE ABOUT $\beta-$ARCH MODEL<br>$\beta$-ARCH模型的经验似然推断
%A Huang Xiaowei
%A <br>黄晓薇
%J 系统科学与数学
%D 2007
%I 
%X This paper considers the asymptotic properties of the empirical likelihood and its likelihood ratio statistic about $\beta-$ARCH model, and obtains the consistency and the limit distribution.
%K $\beta-$ARCH
%K empirical likelihood
%K consistency
%K asymptotic normality<br>β-ARCH模型
%K 经验似然
%K 相合性
%K 渐近正态性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=06EA30D7E4CFEAEC&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=CA4FD0336C81A37A&sid=A63576421B012172&eid=AE09EACBCD1B2A13&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=0&reference_num=12