Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance

Table 1

The coverage probability of confidence intervals when .

		EL(0.27)	EL(0.30)	EL(0.32)	NA(0.25)	NA(0.20)
	50	0.8818	0.8820	0.8822	0.8193	0.7875
	100	0.8898	0.8896	0.8897	0.8655	0.8431
	150	0.8926	0.8927	0.8932	0.8692	0.8395
	200	0.8983	0.8983	0.8986	0.8666	0.8363
	50	0.8888	0.8885	0.8892	0.8156	0.7813
	100	0.8967	0.8968	0.8973	0.8738	0.8448
	150	0.8943	0.8944	0.8946	0.8823	0.8574
	200	0.8972	0.8979	0.8977	0.8931	0.8692
	50	0.9347	0.9350	0.9350	0.8724	0.8425
	100	0.9424	0.9430	0.9431	0.9123	0.8862
	150	0.9467	0.9471	0.9470	0.9157	0.8936
	200	0.9494	0.9494	0.9497	0.9160	0.8937
	50	0.9404	0.9404	0.9404	0.8705	0.8407
	100	0.9472	0.9474	0.9474	0.9134	0.8931
	150	0.9481	0.9479	0.9476	0.9248	0.9052
	200	0.9495	0.9495	0.9490	0.9326	0.9152