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

作　　者：CHENG Jianhua WANG Xu WANG Dehui 

机构地区：[1]School of Mathematics,Jilin University,Changchun 130012,China [2]School of Mathematics and Statistics,Liaoning University,Shenyang 110036,China

出　　处：《Journal of Systems Science & Complexity》2023年第2期843-865,共23页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.11871028 and 11731015。

摘　　要：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 the point estimation,confidence regions and hypothesis testing for the parameters of interest.The performance of empirical likelihood method is illustrated by a simulation study and a real data example.

关 键 词：Empirical likelihood generalized random coefficient integer-valued time series thinning operator 

分 类 号：O212.1[理学—概率论与数理统计]