The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood-Reference-Cited by-同舟云学术

The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood

Published:2019-05-16 Issue:12 Volume:49 Page:2990-3009
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Zhang Shuxia¹,Cong Xinrong²,Tian Boping³,Li Yanpeng³,Yao Mingjun⁴

Affiliation:

1. Department of Statistics, School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, P.R. China;

2. Department of Mathematics, School of Science, Beijing Technology and Business University, Beijing, P.R. China;

3. Department of Mathematics, Harbin Institute of Technology, Harbin, P.R. China;

4. Department of General Surgery, DongChangFu People’s Hospital, Liaocheng, P.R. China

Funder

Priority Academic Program Development of Jiangsu Higher Education Institutions

National Natural Science Foundation of China

Science Foundation of Jiangsu Higher Education Institutions

Science Foundation of Jiangsu Normal University

Ministry of Education in China Project of Humanities and Social Sciences

Beijing Technology and Bussiness University

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1584315

Reference20 articles.

1. EMPIRICAL LIKELIHOOD FOR GARCH MODELS

2. An adaptive empirical likelihood test for parametric time series regression models

3. Empirical likelihood confidence region for parameter in the errors-in-variables models

4. Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models