183
Views
28
CrossRef citations to date
0
Altmetric
Original Articles

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

, &
Pages 492-509 | Received 20 Oct 2008, Accepted 27 Oct 2009, Published online: 15 Nov 2010

References

  • Al-Osh , M. A. , Aly , E. A. A. ( 1992 ). First-order autoregressive time series with negative binomial and geometric marginals . Commun. Statist. Theor. Meth. 21 : 2483 – 2492 .
  • Al-Osh , M. A. , Alzaid , A. A. ( 1987 ). First-order integer-valued autoregressive (INAR(1)) process . J. Time Ser. Anal. 8 : 261 – 275 .
  • Alzaid , A. A. , Al-Osh , M. A. ( 1988 ). First-order integer-valued autoregressive (INAR(1)) processes: distributional and regression properties . Statistica Neerlandica 42 : 53 – 61 .
  • Billingsley , P. ( 1961 ). Statistical Inference for Markov Process . Chicago : University of Chicago Press .
  • Chan , N. H. , Ling , S. (2006). Empirical likelihood for GARCH models. Econometric Theor. 22:403–428.
  • Chen , S. X. , Gao , J. ( 2007 ). An adaptive empirical likelihood test for parametric time series regression models . J. Econometrics 141 : 950 – 972 .
  • Chen , S. X. , Härdle , W. , Li , M. ( 2003 ). An empirical likelihood goodness-of-fit test for time series . J. Roy. Statist. Soc. Ser. B 65 : 663 – 678 .
  • Chuang , C. S. , Chan , N. H. ( 2002 ). Empirical likelihood for autoregressive models, with applications to unstable time series . Statistica Sinica 12 : 387 – 407 .
  • Hall , P. , Heyde , C. C. ( 1980 ). Martingale Limit Theory and Its Application . New York : Academic Press .
  • Kitamura , Y. ( 1997 ). Empirical likelihood method for weakly dependent processes . Ann. Statist. 25 : 2084 – 2102 .
  • Mckenzie , E. ( 1988 ). Some ARMA models for dependent sequence of Poisson counts . Adv. Appl. Probab. 20 : 822 – 835 .
  • Monti , A. C. ( 1997 ). Empirical likelihood confidence regions in time series models . Biometrika 84 : 395 – 405 .
  • Mykland , P. A. ( 1995 ). Dual likelihood . Ann. Statist. 23 : 396 – 421 .
  • Owen , A. ( 1988 ). Empirical likelihood ratio confidence intervals for a single functional . Biometrika 75 : 237 – 249 .
  • Owen , A. ( 1990 ). Empirical likelihood ratio confidence regions . Ann. Statist. 18 : 90 – 120 .
  • Owen , A. ( 1991 ). Empirical likelihood for linear models . Ann. Statist. 11 : 1725 – 1747 .
  • Qin , J. , Lawless , J. ( 1994 ). Empirical likelihood and general estimating equations . Ann. Statist. 22 : 300 – 325 .
  • Steutel , F. , van Harn , K. ( 1979 ). Discrete analogues of self-decomposability and stability . Ann. Probab. 7 : 893 – 899 .
  • Zheng , H. , Basawa , I. V. , Datta , S. ( 2006 ). Inference for pth-order random coefficient integer-valued autoregressive processes . J. Time Ser. Anal. 27 : 411 – 440 .
  • Zheng , H. , Basawa , I. V. , Datta , S. ( 2007 ). First-order random coefficient integer-valued autoregressive processes . J. Statist. Plann. Infer. 137 : 212 – 229 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.