Empirical Likelihood for a First-Order Generalized Random Coefficient Integer-Valued Autoregressive Process

被引：0
|
作者：
Cheng, Jianhua [1 ]
Wang, Xu [1 ]
Wang, Dehui [2 ]
机构：
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
[2] Liaoning Univ, Sch Math & Stat, Shenyang 110036, Peoples R China
来源：
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2023年 / 36卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Empirical likelihood; generalized random coefficient; integer-valued time series; thinning operator; TIME-SERIES MODELS; INAR(1) MODEL; INFERENCE;
D O I：
10.1007/s11424-023-1051-1
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process. The authors establish the log empirical likelihood ratio statistic and obtain its limiting distribution. Furthermore, the authors investigate the point estimation, confidence regions and hypothesis testing for the parameters of interest. The performance of empirical likelihood method is illustrated by a simulation study and a real data example.
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页码：843 / 865
页数：23
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