Penalized empirical likelihood inference for the GINAR(<i>p</i>) model
Penalized empirical likelihood inference for the GINAR(<i>p</i>) model
Integer-valued time series data are greatly useful in many applications, such as reporting the daily number of patients impacted by an epidemic. When modelling high-order integer-valued time series data, order selection is a difficult task. In this paper, we propose a penalized empirical likelihood (PEL) method for order selection and …