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
The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Mo...
The class of random coe±cient autoregressive (RCA) models has been con-sidered in many areas of scie...
In this article, we consider two univariate random environment integer-valued autoregressive process...
In this paper, we study the use of the mean empirical likelihood (MEL) method in a first-order rando...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
This paper derives the exact distribution of the maximum likelihood estimator of a first-order linea...
An application of empirical likelihood method to non-Gaussian locally stationary processes is presen...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
This paper proposes an empirical likelihood method to estimate the parameters of infinite variance a...
For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether ...
An application of the empirical likelihood method to non-Gaussian locally stationary processes is pr...
A new and simple blockwise empirical likelihood moment-based procedure to test if a stationary autor...
International audienceWe examine the Gaussian quasi-maximum likelihood estimator (QMLE) for random c...
Suppose that X-1,..., X-n is a sequence of independent random vectors, identically distributed as a ...
Identification and estimation of outliers in time series is proposed by using empirical likelihood m...
The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Mo...
The class of random coe±cient autoregressive (RCA) models has been con-sidered in many areas of scie...
In this article, we consider two univariate random environment integer-valued autoregressive process...
In this paper, we study the use of the mean empirical likelihood (MEL) method in a first-order rando...
A random coefficient autoregressive process for count data based on a generalized thinning operator ...
This paper derives the exact distribution of the maximum likelihood estimator of a first-order linea...
An application of empirical likelihood method to non-Gaussian locally stationary processes is presen...
This paper considers the problem of testing for parameter change in random coefficient integer-value...
This paper proposes an empirical likelihood method to estimate the parameters of infinite variance a...
For an AR(1) process with ARCH(1) errors, we propose empirical likelihood tests for testing whether ...
An application of the empirical likelihood method to non-Gaussian locally stationary processes is pr...
A new and simple blockwise empirical likelihood moment-based procedure to test if a stationary autor...
International audienceWe examine the Gaussian quasi-maximum likelihood estimator (QMLE) for random c...
Suppose that X-1,..., X-n is a sequence of independent random vectors, identically distributed as a ...
Identification and estimation of outliers in time series is proposed by using empirical likelihood m...
The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Mo...
The class of random coe±cient autoregressive (RCA) models has been con-sidered in many areas of scie...
In this article, we consider two univariate random environment integer-valued autoregressive process...