Empirical Likelihood Inference for First-Order Random Coefficient Integer-Valued Autoregressive Processes

Zhiwen Zhao and Wei Yu

Mathematical Problems in Engineering, 2016, vol. 2016, 1-8

Abstract:

We apply the empirical likelihood method to estimate the variance of random coefficient in the first-order random coefficient integer-valued autoregressive (RCINAR(1)) processes. The empirical likelihood ratio statistic is derived and some asymptotic theory for it is presented. Furthermore, a simulation study is presented to demonstrate the performance of the proposed method.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:9505794

DOI: 10.1155/2016/9505794

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