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Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes


  • Chan, Ngai Hang
  • Chen, Song Xi
  • Peng, Liang
  • Yu, Cindy L.


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  • Chan, Ngai Hang & Chen, Song Xi & Peng, Liang & Yu, Cindy L., 2009. "Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1621-1630.
  • Handle: RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1621-1630

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    Cited by:

    1. Liu, Zhi & Xia, Xiaochao & Zhou, Wang, 2015. "A test for equality of two distributions via jackknife empirical likelihood and characteristic functions," Computational Statistics & Data Analysis, Elsevier, vol. 92(C), pages 97-114.
    2. Bertrand, Philippe & Prigent, Jean-luc, 2011. "Omega performance measure and portfolio insurance," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1811-1823, July.
    3. Blachowicz, Tomasz & Ehrmann, Andrea & Domino, Krzysztof, 2016. "Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 167-177.

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