The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood

DOI10.1080/03610926.2019.1584315MaRDI QIDQ5077239zbMATH OpenOpenAlexWikidataFDO

Authors Shuxia Zhang, Xin-Rong Cong, Boping Tian, Yan-peng Li, Mingjun Yao

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1584315

zbMATH Keywords

logistic regressionasymptotic distributionsemi-parametricempirical likelihoodlimit theoryrandom coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1779488 (Why is no real title available?)
• scientific article; zbMATH DE number 774851 (Why is no real title available?)
• A study for missing values in PINAR(1)\(_T\) processes
• An adaptive empirical likelihood test for parametric time series regression models
• Discrete analogues of self-decomposability and stability
• Dual likelihood
• EMPIRICAL LIKELIHOOD FOR GARCH MODELS
• Efficient Probabilistic Forecasts for Counts
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
• Empirical likelihood confidence region for parameter in the errors-in-variables models.
• Empirical likelihood for partial linear models with fixed designs
• Empirical likelihood inference for random coefficient INAR(\(p\)) process
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Inference for random coefficient INAR\((k)\) with the occasional level shift random noise based on dual empirical likelihood
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
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Cited in

(5)

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• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• Empirical likelihood inference for random coefficient INAR(\(p\)) process
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• Interval estimation of random coefficient integer-valued autoregressive model based on mean empirical likelihood method

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