Empirical likelihood inference for INAR(1) model with explanatory variables
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Publication:334846
DOI10.1016/J.JKSS.2016.05.004zbMATH Open1349.62396OpenAlexW2491810186MaRDI QIDQ334846FDOQ334846
Authors: Xue Ding, Dehui 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
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Cites Work
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Title not available (Why is that?)
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- First-order random coefficient integer-valued autoregressive processes
- The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Empirical likelihood inference for random coefficient INAR(\(p\)) process
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- A review of empirical likelihood methods for time series
- Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
- Dual likelihood
- Interval estimation of the tail index of a GARCH(1,1) model
- First-order observation-driven integer-valued autoregressive processes
- Tail index of an AR(1) model with ARCH(1) errors
- Blockwise empirical likelihood for time series of counts
- Integer valued AR processes with explanatory variables
Cited In (25)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- An empirical likelihood-based unified test for the integer-valued AR(1) models
- A class of max-INAR(1) processes with explanatory variables
- Penalized empirical likelihood inference for the GINAR(p) model
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Inference for random coefficient INAR\((k)\) with the occasional level shift random noise based on dual empirical likelihood
- Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
- Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS
- An empirical-likelihood-based structural-change test for INAR processes
- Inference in binomial AR(1) models
- A new minification integer‐valued autoregressive process driven by explanatory variables
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Integer valued AR processes with explanatory variables
- Statistical inference for the new INAR(2) models with random coefficient
- Empirical likelihood for linear and log-linear INGARCH models
- Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
- Quasi-likelihood statistical inference for the INARS(\(p\)) model
- An integer-valued autoregressive process for seasonality
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- A new binomial autoregressive process with explanatory variables
- Empirical likelihood confidence regions for autoregressive models with explanatory variables
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
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