Blockwise empirical likelihood for time series of counts

DOI10.1016/j.jmva.2010.11.008zbMath1207.62171OpenAlexW2137391393MaRDI QIDQ631632

Rongning Wu, Jiguo Cao

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 analysisoverdispersionnonstationarityautocorrelationgeneralized linear modellatent process

Mathematics Subject Classification ID

Related Items (12)

Empirical likelihood inference for INAR(1) model with explanatory variables ⋮ Bandwidth selection in blocks empirical likelihood method for time series ⋮ Empirical likelihood for moving average models ⋮ Adjusted blockwise empirical likelihood for long memory time series models ⋮ On variance estimation in a negative binomial time series regression model ⋮ A nonstandard empirical likelihood for time series ⋮ A review of empirical likelihood methods for time series ⋮ Empirical likelihood inference for probability density functions under association ⋮ A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning ⋮ A Progressive Block Empirical Likelihood Method for Time Series ⋮ Empirical likelihood for linear and log-linear INGARCH models ⋮ Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

Uses Software

• bootstrap

Cites Work

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