Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
From MaRDI portal
Recommendations
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- First-order random coefficient integer-valued autoregressive processes
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1779488 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- scientific article; zbMATH DE number 2206035 (Why is no real title available?)
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- An adaptive empirical likelihood test for parametric time series regression models
- Coefficient constancy test in generalized random coefficient autoregressive model
- Discrete analogues of self-decomposability and stability
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Empirical likelihood for an autoregressive model with explanatory variables
- Empirical likelihood for linear models
- Empirical likelihood for the smoothed LAD estimator in infinite variance autoregressive models
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation for a class of generalized state-space time series models.
- First-order random coefficient integer-valued autoregressive processes
- Generalized empirical likelihood tests in time series models with potential identification failure
- Inference for pth-order random coefficient integer-valued autoregressive processes
- On random coefficient INAR(1) processes
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Cited in
(13)- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- A new estimation for INAR(1) process with Poisson distribution
- Inference for random coefficient INAR\((k)\) with the occasional level shift random noise based on dual empirical likelihood
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood inference for error density estimators in first-order autoregression models
- Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
- Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method
- Statistical inference for generalized random coefficient autoregressive model
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
This page was built for publication: Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1793812)