Empirical likelihood inference for random coefficient INAR(p) process

DOI10.1111/j.1467-9892.2010.00691.xzbMath1290.62091OpenAlexW1483824131MaRDI QIDQ4979102

Fukang Zhu, De-Hui Wang, Hai-xiang Zhang

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00691.x

zbMATH Keywords

asymptotic distributionempirical likelihoodINAR processrandom coefficientmodels of count data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Related Items (22)

Statistical inference for first-order random coefficient integer-valued autoregressive processes ⋮ An empirical-likelihood-based structural-change test for INAR processes ⋮ Empirical likelihood inference for INAR(1) model with explanatory variables ⋮ A new estimation for INAR(1) process with Poisson distribution ⋮ The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Integer-valued bilinear model with dependent counting series ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ Empirical likelihood for break detection in time series ⋮ Asymptotic behaviour of the portmanteau tests in an integer-valued AR model ⋮ On random coefficient INAR(1) processes ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning ⋮ Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data ⋮ Two classes of dynamic binomial integer-valued ARCH models ⋮ Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes ⋮ Empirical likelihood for linear and log-linear INGARCH models ⋮ Statistical inference for the new INAR(2) models with random coefficient ⋮ Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ First-order random coefficient INAR process with dependent counting series ⋮ Bayesian empirical likelihood inference for the generalized binomial AR(1) model

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