Empirical likelihood inference for random coefficient INAR(p) process

DOI10.1111/J.1467-9892.2010.00691.XMaRDI QIDQ4979102zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• scientific article; zbMATH DE number 922435 (Why is no real title available?)
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• Discrete analogues of self-decomposability and stability
• Dual likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood confidence region for parameter in the errors-in-variables models.
• Empirical likelihood for linear models
• Empirical likelihood for partial linear models
• Empirical likelihood for partial linear models with fixed designs
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First order autoregressive time series with negative binomial and geometric marginals
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First-order random coefficient integer-valued autoregressive processes
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• Some ARMA models for dependent sequences of poisson counts

Cited in

(31)

• Empirical likelihood for break detection in time series
• An empirical likelihood-based unified test for the integer-valued AR(1) models
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Empirical likelihood for first-order mixed integer-valued autoregressive model
• Penalized empirical likelihood inference for the GINAR(p) model
• Asymptotic behaviour of the portmanteau tests in an integer-valued AR 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
• Two classes of dynamic binomial integer-valued ARCH models
• Inference for random coefficient INAR\((k)\) with the occasional level shift random noise based on dual empirical likelihood
• Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• On random coefficient INAR(1) processes
• An empirical-likelihood-based structural-change test for INAR processes
• Empirical likelihood-based inference for stationary-ergodicity of the generalized random coefficient autoregressive model
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
• Integer-valued bilinear model with dependent counting series
• 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
• 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

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