TY  - JOUR
AU  - Wang, Xing 
PY  - 2013
TI  - THE RATE FUNCTION OF S-MIXING PROCESS AND ITS APPLICATION IN EVALUATING EMPIRICAL LIKELIHOOD TESTS
JF  - Journal of Mathematics and Statistics
VL  - 9
IS  - 4
DO  - 10.3844/jmssp.2013.334.338
UR  - https://thescipub.com/abstract/jmssp.2013.334.338
AB  - In this study we show that the rate function of S-Mixing stationary process with part of the hypermixing condition is equivalent to the Kullback-Leibler distance. This finding can be used to extend the result of the optimality of empirical likelihood test in i.i.d setting to weakly depended case, so that the Asymptotic Relative Efficiency (ARE) of the empirical likelihood test with strong mixing data can be established.