The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
| Autor: | Xinrong Cong, Yanpeng Li, Mingjun Yao, Boping Tian, Shuxia Zhang |
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| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
021103 operations research Multilevel model 0211 other engineering and technologies Asymptotic distribution 02 engineering and technology 01 natural sciences Semiparametric model Dual (category theory) 010104 statistics & probability Empirical likelihood Autoregressive model Random noise Statistics::Methodology Applied mathematics 0101 mathematics Mathematics Integer (computer science) |
| Zdroj: | Communications in Statistics - Theory and Methods. 49:2990-3009 |
| ISSN: | 1532-415X 0361-0926 |
| DOI: | 10.1080/03610926.2019.1584315 |
| Popis: | This paper investigates the first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood. The limiting distri... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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