Integer value time series appear in many fields such as transportation, finance, education, environment, and insurance. The thinning operator is the main method to study the integer value time series.In this paper, the first-order integer value autoregressive model based on binomial thinning operator is studied by the empirical likelihood method, and the empirical likelihood inference of the BINAR(1) model with the Poisson innovation and its empirical likelihood estimation are given. The performance of empirical likelihood estimation is studied by means of numerical simulation. Finally, the application of the model is given through an example of crime data.
张庆春, 李晓梅, 范晓东.
基于二项稀疏算子的整值自回归模型的经验似然推断
[J]. 吉林化工学院学报, 2019, 36(1): 90-93.
ZHANG Qing-chun, LI Xiao-mei, FAN Xiao-dong.
Empirical Likelihood Inference for Integer Value Auto-regressive Model Based on Binomial Thinning Operator
. Journal of Jilin Institute of Chemical Technology, 2019, 36(1): 90-93.