The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
From MaRDI portal
Publication:5077239
DOI10.1080/03610926.2019.1584315OpenAlexW2946826196WikidataQ127873233 ScholiaQ127873233MaRDI QIDQ5077239
Shuxia Zhang, Xin-Rong Cong, Boping Tian, Mingjun Yao, Yanpeng Li
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1584315
asymptotic distributionlogistic regressionempirical likelihoodlimit theorysemi-parametricrandom coefficient
Cites Work
- Unnamed Item
- Unnamed Item
- Empirical likelihood methods with weakly dependent processes
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- An adaptive empirical likelihood test for parametric time series regression models
- Empirical likelihood ratio confidence regions
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Discrete analogues of self-decomposability and stability
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Dual likelihood
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
- The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Empirical likelihood ratio confidence intervals for a single functional
- Efficient Probabilistic Forecasts for Counts
- Empirical likelihood inference for random coefficient INAR(p) process
- A Study for Missing Values in PINAR(1)TProcesses
- Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood
This page was built for publication: The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood