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Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method
Mathematical Problems in Engineering Pub Date : 2021-02-26 , DOI: 10.1155/2021/8207375 Xianghong Xu 1 , Dehui Wang 1 , Zhiwen Zhao 2
Mathematical Problems in Engineering Pub Date : 2021-02-26 , DOI: 10.1155/2021/8207375 Xianghong Xu 1 , Dehui Wang 1 , Zhiwen Zhao 2
Affiliation
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.
中文翻译:
基于均值经验似然法的随机系数整数自回归模型的区间估计
在本文中,我们研究了平均经验似然法(MEL)在一阶随机系数整数值自回归模型中的使用。建立了MEL比率统计量,讨论了其极限性质,并得出了感兴趣参数的置信区域。此外,进行了仿真研究,以证明所提出方法的性能。最后,对登革热进行了真实的数据分析。
更新日期:2021-02-26
中文翻译:
基于均值经验似然法的随机系数整数自回归模型的区间估计
在本文中,我们研究了平均经验似然法(MEL)在一阶随机系数整数值自回归模型中的使用。建立了MEL比率统计量,讨论了其极限性质,并得出了感兴趣参数的置信区域。此外,进行了仿真研究,以证明所提出方法的性能。最后,对登革热进行了真实的数据分析。