Empirical likelihood for first-order mixed integer-valued autoregressive model

DOI10.1007/s11766-018-3560-6zbMath1413.62148OpenAlexW2889901067MaRDI QIDQ1989865

De-Hui Wang, Yan-qiu Yang, Zhi-Wen Zhao

Publication date: 29 October 2018

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-018-3560-6

zbMATH Keywords

asymptotic distributionconfidence regionempirical likelihoodmixed integer-valued autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

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