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

DOI10.1016/j.jkss.2016.05.004zbMath1349.62396OpenAlexW2491810186MaRDI QIDQ334846

Xue Ding, De-Hui Wang

Publication date: 1 November 2016

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.05.004

zbMATH Keywords

asymptotic distributionempirical likelihoodexplanatory variablesINAR process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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