Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance

Table 2

The coverage probability of confidence intervals when .

		EL(0.27)	EL(0.30)	EL(0.32)	NA(0.25)	NA(0.20)
	50	0.8774	0.8776	0.8779	0.7627	0.7290
	100	0.8850	0.8849	0.8856	0.8323	0.7995
	150	0.8919	0.8917	0.8924	0.8467	0.8157
	200	0.8935	0.8932	0.8932	0.8510	0.8229
	50	0.8902	0.8902	0.8899	0.7295	0.7055
	100	0.8942	0.8944	0.8950	0.8151	0.7836
	150	0.8946	0.8941	0.8937	0.8473	0.8204
	200	0.8965	0.8963	0.8961	0.8641	0.8392
	50	0.9331	0.9327	0.9327	0.8163	0.7854
	100	0.9412	0.9412	0.9413	0.8834	0.8542
	150	0.9447	0.9446	0.9447	0.8965	0.8718
	200	0.9456	0.9458	0.9459	0.9001	0.8762
	50	0.9421	0.9418	0.9418	0.7963	0.7658
	100	0.9455	0.9462	0.9460	0.8695	0.8430
	150	0.9444	0.9442	0.9440	0.8910	0.8695
	200	0.9464	0.9463	0.9464	0.9072	0.8863