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Empirical Likelihood for a First-Order Generalized Random Coefficient Integer-Valued Autoregressive Process

In this paper, the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive process. The authors establish the log empirical likelihood ratio statistic and obtain its limiting distribution. Furthermore, the authors investigate th...

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Detalles Bibliográficos
Autores principales: Cheng, Jianhua, Wang, Xu, Wang, Dehui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10115473/
https://www.ncbi.nlm.nih.gov/pubmed/37095761
http://dx.doi.org/10.1007/s11424-023-1051-1