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Unified inference for an integer-valued AR(1) model.
- Source :
-
Communications in Statistics: Theory & Methods . Oct2024, p1-11. 11p. 2 Illustrations. - Publication Year :
- 2024
-
Abstract
- Abstract.Conditional least squares estimation is often employed to infer an integer-valued AR(1) model and its convergence rate and asymptotic variance differ for the stable and nearly unstable cases. This article adopts a random weighted bootstrap method to provide a unified interval estimation and hypothesis test regardless of the underlying process being either stable or nearly unstable. A simulation study confirms the good finite sample performance of the proposed inference. We also apply it to test for a unit root test in a COVID-19 dataset. [ABSTRACT FROM AUTHOR]
- Subjects :
- *LEAST squares
*COVID-19 testing
*HYPOTHESIS
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 180246993
- Full Text :
- https://doi.org/10.1080/03610926.2024.2403547