Blockwise empirical likelihood for time series of counts
DOI10.1016/J.JMVA.2010.11.008zbMATH Open1207.62171OpenAlexW2137391393MaRDI QIDQ631632FDOQ631632
Authors: Rongning Wu, Jiguo Cao 
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.11.008
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generalized linear modeloverdispersionautocorrelationnonstationarityregression analysislatent process
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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Cited In (13)
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- A review of empirical likelihood methods for time series
- A blockwise empirical likelihood method for time series in frequency domain inference
- On variance estimation in a negative binomial time series regression model
- Bandwidth selection in blocks empirical likelihood method for time series
- A Progressive Block Empirical Likelihood Method for Time Series
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Empirical likelihood inference for probability density functions under association
- A nonstandard empirical likelihood for time series
- Empirical likelihood for linear and log-linear INGARCH models
- Adjusted blockwise empirical likelihood for long memory time series models
- Empirical likelihood for moving average models
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