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

Xianghong Xu, Dehui Wang and Zhiwen Zhao

Mathematical Problems in Engineering, 2021, vol. 2021, 1-11

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.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8207375

DOI: 10.1155/2021/8207375

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