Penalized empirical likelihood inference for the GINAR(p) model

DOI10.1080/02331888.2022.2107645MaRDI QIDQ5095839zbMATH OpenOpenAlexFDO

Authors Xin-Yang Wang, Dehui Wang

Publication date 11 August 2022

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2022.2107645

zbMATH Keywords

integer-valued time seriesnonparametric inferenceoracle propertypenalized empirical likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Shrinkage estimation and order selection in threshold autoregressive models via Bayesian empirical likelihood

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