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

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  • Xianghong Xu
  • Dehui Wang
  • Zhiwen Zhao

Abstract

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.

Suggested Citation

  • Xianghong Xu & Dehui Wang & Zhiwen Zhao, 2021. "Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-11, February.
    • Handle: RePEc:hin:jnlmpe:8207375
    DOI: 10.1155/2021/8207375
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