An empirical likelihood-based unified test for the integer-valued AR(1) models

DOI10.1016/J.JSPI.2024.106149MaRDI QIDQ6556775zbMATH OpenFDO

Authors Bo Li, Yu Wang, Xinyi Wei, Xiao Hui Liu

Publication date 17 June 2024

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2024.106149

zbMATH Keywords

empirical likelihoodinteger-valued autoregressive modelstable INARunstable INAR

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• An Introduction to Discrete‐Valued Time Series
• Asymptotic inference for nearly unstable INAR(1) models
• Bootstrap-based bias corrections for INAR count time series
• Bootstrapping INAR models
• CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
• Count Time Series: A Methodological Review
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Empirical likelihood inference for random coefficient INAR(p) process
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 5280103 (Why is no real title available?)
• Stationary count time series models
• Toward a unified interval estimation of autoregressions
• Uniform Inference in Autoregressive Models
• Uniform interval estimation for an AR(1) process with AR errors

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