Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance

Table 3

The coverage probability of confidence intervals when .

		EL(0.27)	EL(0.30)	EL(0.32)	NA(0.25)	NA(0.20)
	50	0.8360	0.8358	0.8361	0.6345	0.6018
	100	0.8708	0.8708	0.8702	0.7286	0.6942
	150	0.8811	0.8819	0.8823	0.7614	0.7270
	200	0.8870	0.8864	0.8868	0.7800	0.7467
	50	0.8673	0.8679	0.8678	0.5818	0.5502
	100	0.8869	0.8870	0.8874	0.6756	0.6440
	150	0.8972	0.8974	0.8974	0.7232	0.6867
	200	0.8956	0.8955	0.8953	0.7510	0.7156
	50	0.8992	0.8994	0.8996	0.6888	0.6557
	100	0.9263	0.9261	0.9263	0.7870	0.7530
	150	0.9362	0.9366	0.9367	0.8176	0.7857
	200	0.9402	0.9398	0.9399	0.8350	0.8044
	50	0.9235	0.9239	0.9240	0.6378	0.6065
	100	0.9422	0.9420	0.9420	0.7342	0.7030
	150	0.9474	0.9479	0.9481	0.7820	0.7530
	200	0.9467	0.9471	0.9470	0.8057	0.7778