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We also present two methods for constructing confidence intervals.
The maximum likelihood estimates (MLEs) enjoy desirable properties and can be used when constructing confidence intervals.
Therefore, the MLEs and their asymptotic results can be adopted for estimating and constructing confidence intervals for the model parameters.
The maximum likelihood estimates (MLEs) enjoy desirable properties that can be used when constructing confidence intervals for the model parameters.
The EL as an alternative to the bootstrap for constructing confidence regions was introduced by Owen [11, 12].
The maximum likelihood estimators (MLEs) enjoy desirable properties and can be used when constructing confidence intervals for the model parameters.
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The t distribution can also be used to construct confidence intervals for the true mean of a population (the first application) or for the difference between two sample means (the second application).
In [11], Donaldson and Schnabel investigate different methods to construct confidence regions and confidence intervals.
The method defines an EL ratio function to construct confidence regions.
We use this approximation to construct confidence intervals for the autoregressive parameter.
Zhao and Wang [9] constructed confidence regions for the parameters of model (1) by using an empirical likelihood method.
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