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Empirical Likelihood Inference for Random Coefficient INAR(p) Process
Models of count data Random coefficient INAR process Empirical likelihood Asymptotic distribution
2011/11/5
In this paper, we study the empirical likelihood method for the pth-order random coefficient integer-valued autoregressive process. In particular, the limiting distribution of the log empirical likeli...
Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...