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Mathematical Problems in Engineering
Volume 2016, Article ID 9505794, 8 pages
http://dx.doi.org/10.1155/2016/9505794
Research Article

Empirical Likelihood Inference for First-Order Random Coefficient Integer-Valued Autoregressive Processes

College of Mathematics, Jilin Normal University, Siping 136000, China

Received 21 June 2015; Accepted 4 November 2015

Academic Editor: Mustafa Tutar

Copyright © 2016 Zhiwen Zhao and Wei Yu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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.