estimation for non-gaussian locally stationary processes with empirical likelihood method与经验似然估计非高斯本地固定流程的方法.pdfVIP

Hindawi Publishing Corporation Advances in Decision Sciences Volume 2012, Article ID 704693, 22 pages doi:10.1155/2012/704693 Research Article Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method Hiroaki Ogata Waseda University, Tokyo 169-8050, Japan Correspondence should be addressed to Hiroaki Ogata, hiroakiogata@aoni.waseda.jp Received 28 January 2012; Revised 28 March 2012; Accepted 30 March 2012 Academic Editor: David Veredas Copyright q 2012 Hiroaki Ogata. This is an open access articl