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

الملخص EN

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.