期刊论文

Liu, XH

英文

Journal of Statistical Planning and Inference

0378-3758

2024

232

106149

10.1016/j.jspi.2024.106149

NSF of China [62377019, 11971208, 92358303]; National Social Science Foundation of China [21ZD152]; Outstanding Youth Fund Project of the Science and Technology Department of Jiangxi Province [20224ACB211003]

本校为第一机构

In this paper, we suggest an empirical likelihood -based test for the autoregressive coefficient of an integer -valued AR(1) model, i.e., INAR(1). We derive the limit distributions of the resulting test statistic under both null and alternative hypotheses. It turns out that regardless of whether the INAR process is stable or unstable, the statistic is always chi -squared distributed asymptotically under the null hypothesis, and as a result, it can offer unified inferences for the autoregressive coefficient. The performance of its finite s...