An empirical likelihood-based unified test for the integer-valued AR(1) models

DOI10.1016/j.jspi.2024.106149MaRDI QIDQ6556775

Bo Li, Unnamed Author, Xinyi Wei, Yu Wang, Xiao Hui Liu

Publication date: 17 June 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

empirical likelihoodinteger-valued autoregressive modelstable INARunstable INAR

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Bootstrapping INAR models
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Empirical likelihood
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• Uniform interval estimation for an AR(1) process with AR errors
• Empirical likelihood ratio confidence intervals for a single functional
• Asymptotic inference for nearly unstable INAR(1) models
• CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
• An Introduction to Discrete‐Valued Time Series
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Empirical likelihood inference for random coefficient INAR(p) process
• Bootstrap-based bias corrections for INAR count time series
• Uniform Inference in Autoregressive Models
• Count Time Series: A Methodological Review
• Stationary count time series models

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