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

DOI10.1080/03610920903443997zbMath1208.62143OpenAlexW2151164623MaRDI QIDQ3083798

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

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903443997

zbMATH Keywords

asymptotic distributionhypothesis testingmaximum empirical likelihoodconditional least squaresINAR model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Nonparametric estimation (62G05) Point estimation (62F10) Nonparametric tolerance and confidence regions (62G15)

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