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

Table 1

Coverage probabilities of the confidence intervals on .

		= 50	= 100	= 300
λ = 1	0.1	0.980 (0.960)	0.976 (0.949)	0.979 (0.956)
	0.2	0.972 (0.946)	0.984 (0.971)	0.984 (0.966)
	0.3	0.977 (0.958)	0.986 (0.959)	0.990 (0.970)
	0.4	0.983 (0.943)	0.984 (0.958)	0.984 (0.968)
	0.5	0.978 (0.963)	0.986 (0.966)	0.990 (0.977)
λ = 2	0.1	0.980 (0.952)	0.972 (0.943)	0.970 (0.975)
	0.2	0.977 (0.956)	0.980 (0.980)	0.973 (0.979)
	0.3	0.989 (0.961)	0.983 (0.967)	0.969 (0.978)
	0.4	0.983 (0.969)	0.983 (0.966)	0.974 (0.981)
	0.5	0.973 (0.968)	0.982 (0.965)	0.970 (0.971)