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

XU Xiang-hong | Zendy; Dehui Wang | Zendy; Zhiwen Zhao | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

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

Author(s) -

XU Xiang-hong,

Dehui Wang,

Zhiwen Zhao

Publication year - 2021

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2021/8207375

Subject(s) - autoregressive model , mathematics , statistics , statistic , empirical likelihood , likelihood ratio test , confidence interval , integer (computer science) , limiting , interval (graph theory) , computer science , combinatorics , engineering , mechanical engineering , programming language

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.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research