Blockwise empirical likelihood for time series of counts

DOI10.1016/j.jmva.2010.11.008zbMath1207.62171MaRDI QIDQ631632

Jiguo Cao, Rongning Wu

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

zbMATH Keywords

regression analysis; overdispersion; nonstationarity; autocorrelation; generalized linear model; latent process

Mathematics Subject Classification ID

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

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

A Progressive Block Empirical Likelihood Method for Time Series, On variance estimation in a negative binomial time series regression model, Empirical likelihood inference for probability density functions under association, A nonstandard empirical likelihood for time series

Uses Software

• bootstrap

Cites Work

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