Inference for random coefficient INAR(k) with the occasional level shift random noise based on dual empirical likelihood

DOI10.1080/03610926.2016.1139134zbMath1462.62137OpenAlexW2474679031MaRDI QIDQ5349227

Shuxia Zhang, Boping Tian

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1139134

zbMATH Keywords

asymptotic distributionlimit theoremempirical likelihoodsemiparametricmartingale differencerandom coefficient

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Martingales and classical analysis (60G46) Asymptotic properties of parametric tests (62F05)

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