Empirical likelihood inference for random coefficient INAR(p) process

DOI10.1111/j.1467-9892.2010.00691.xzbMath1290.62091MaRDI QIDQ4979102

Fukang Zhu, De-Hui Wang, Hai-xiang 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 distribution; empirical likelihood; INAR process; random coefficient; models of count data

Mathematics Subject Classification ID

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

62F25: Parametric tolerance and confidence regions

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