Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (Q1793812)
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scientific article; zbMATH DE number 6953799
| Language | Label | Description | Also known as |
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| English | Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes |
scientific article; zbMATH DE number 6953799 |
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Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes (English)
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12 October 2018
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Summary: We apply the empirical likelihood method to estimate the variance of random coefficient in the first-order random coefficient integer-valued autoregressive (RCINAR(1)) processes. The empirical likelihood ratio statistic is derived and some asymptotic theory for it is presented. Furthermore, a simulation study is presented to demonstrate the performance of the proposed method.
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