Empirical likelihood inference for random coefficient INAR(p) process
Empirical likelihood inference for random coefficient INAR(p) process
复制标题
随机系数 INAR(p) 过程的经验似然推断
DOI：
10.1111/j.1467-9892.2010.00691.x
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发表时间：
2011-05-01
影响因子：
0.9
通讯作者：
Zhu, Fukang
中科院分区：
文献类型：
--
作者：
Zhang, Haixiang;Wang, Dehui;Zhu, Fukang
本文研究p阶随机系数整值自回归过程的经验似然方法。特别是，极限分布的对数EL比统计量的建立和置信区域的参数的利益。还进行了模拟研究，评价所开发的方法。
In this article, we study the empirical likelihood (EL) method for the pth-order random coefficient integer-valued autoregressive process. In particular, the limiting distribution of the log EL ratio statistic is established and the confidence regions for the parameter of interest are derived. Also a simulation study is conducted for the evaluation of the developed approach.