Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (Q6076834)

scientific article; zbMATH DE number 7741548

Language	Label	Description	Also known as
English	Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process	scientific article; zbMATH DE number 7741548

Statements

instance of

scholarly article

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title

Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process (English)

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published in

Journal of Systems Science and Complexity

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publication date

22 September 2023

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zbMATH Keywords

empirical likelihood

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generalized random coefficient

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integer-valued time series

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thinning operator

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11424-023-1051-1

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cites work

Thinning operations for modeling time series of counts -- a survey

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Thinning-based models in the analysis of integer-valued time series: a review

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An Introduction to Discrete‐Valued Time Series

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Discrete analogues of self-decomposability and stability

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Negative binomial time series models based on expectation thinning operators

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A Poisson INAR(1) model with serially dependent innovations

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A non-stationary integer-valued autoregressive model

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Inference for INAR\((p)\) processes with signed generalized power series thinning operator

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Discrete-valued ARMA processes

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A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts

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A negative binomial thinning‐based bivariate INAR(1) process

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Time series models with univariate margins in the convolution-closed infinitely divisible class

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Inference for pth-order random coefficient integer-valued autoregressive processes

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First-order random coefficient integer-valued autoregressive processes

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First-order observation-driven integer-valued autoregressive processes

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A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning

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Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

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Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process

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Empirical likelihood ratio confidence intervals for a single functional

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Empirical likelihood ratio confidence regions

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The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes

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Empirical likelihood inference for random coefficient INAR(p) process

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Empirical likelihood for linear and log-linear INGARCH models

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Empirical likelihood inference for INAR(1) model with explanatory variables

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Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts

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On conditional least squares estimation for stochastic processes

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Robust closed-form estimators for the integer-valued GARCH(1,1) model

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Model-based INAR bootstrap for forecasting INAR\((p)\) models

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Q3292891

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Q2756704

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Empirical likelihood and general estimating equations

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Identifiers

Mathematics Subject Classification ID

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10.1007/S11424-023-1051-1

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Sitelinks

Mathematics(1 entry)

mardi Publication:6076834