Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method-Reference-Cited by-同舟云学术

Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method

Published:2021-02-26 Issue: Volume:2021 Page:1-11
ISSN:1563-5147
Container-title:Mathematical Problems in Engineering
language:en
Short-container-title:Mathematical Problems in Engineering

Author:

Xu Xianghong¹^ORCID,Wang Dehui¹^ORCID,Zhao Zhiwen²

Affiliation:

1. School of Mathematics, Jilin University, Changchun 130000, China

2. College of Mathematics, Jilin Normal University, Siping 136000, China

Abstract

In this paper, we study the use of the mean empirical likelihood (MEL) method in a first-order random coefficient integer-valued autoregressive model. The MEL ratio statistic is established, its limiting properties are discussed, and the confidence regions for the parameter of interest are derived. Furthermore, a simulation study is presented to demonstrate the performance of the proposed method. Finally, a real data analysis of dengue fever is performed.

Funder

National Natural Science Foundation of China

Publisher

Hindawi Limited

Subject

General Engineering,General Mathematics

Link

http://downloads.hindawi.com/journals/mpe/2021/8207375.pdf

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