摘要
In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.
In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.
基金
Supported by National Natural Science Foundation of China(11731015,11571051,J1310022,11501241)
Natural Science Foundation of Jilin Province(20150520053JH,20170101057JC,20180101216JC)
Program for Changbaishan Scholars of Jilin Province(2015010)
Science and Technology Program of Jilin Educational Department during the "13th Five-Year" Plan Period(2016-399)
Science and Technology Research Program of Education Department in Jilin Province for the 13th Five-Year Plan(2016213)
