Empirical likelihood inference for random coefficient INAR(p) process

DOI10.1111/J.1467-9892.2010.00691.XzbMATH Open1290.62091OpenAlexW1483824131MaRDI QIDQ4979102FDOQ4979102

Authors: Dehui Wang, Fukang Zhu, Haixiang Zhang 

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00691.x

Recommendations

• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
• Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method
• Empirical likelihood for first-order mixed integer-valued autoregressive model

zbMATH Keywords

asymptotic distributionempirical likelihoodINAR processrandom coefficientmodels of count data

Mathematics Subject Classification ID

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

Cites Work

• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence regions
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood for partial linear models
• Title not available (Why is that?)
• Empirical likelihood confidence region for parameter in the errors-in-variables models.
• Title not available (Why is that?)
• Title not available (Why is that?)
• First-order random coefficient integer-valued autoregressive processes
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Some ARMA models for dependent sequences of poisson counts
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Empirical likelihood for partial linear models with fixed designs
• Dual likelihood
• First order autoregressive time series with negative binomial and geometric marginals
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Title not available (Why is that?)

Cited In (31)

• An empirical likelihood-based unified test for the integer-valued AR(1) models
• Empirical likelihood for break detection in time series
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Penalized empirical likelihood inference for the GINAR(p) model
• Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
• Empirical likelihood for first-order mixed integer-valued autoregressive model
• A new estimation for INAR(1) process with Poisson distribution
• Empirical likelihood for compound Poisson vector processes
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
• First-order random coefficient INAR process with dependent counting series
• Inference for random coefficient INAR\((k)\) with the occasional level shift random noise based on dual empirical likelihood
• Two classes of dynamic binomial integer-valued ARCH models
• Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• An empirical-likelihood-based structural-change test for INAR processes
• On random coefficient INAR(1) processes
• Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Inference for random coefficient INAR(1) process based on frequency domain analysis
• Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
• Integer-valued bilinear model with dependent counting series
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
• Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
• Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method
• 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
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood

This page was built for publication: Empirical likelihood inference for random coefficient INAR(\(p\)) process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4979102)