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Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...
The Hitting Times with Taboo for a Random Walk on an Integer Lattice
random walks on integer lattices hitting times taboo probabilities branching random walk
2011/8/26
Abstract: For a symmetric, homogeneous and irreducible random walk on d-dimensional integer lattice Z^d, having zero mean and a finite variance of jumps, we study the passage times (with possible infi...
Moments Equalities for Nonnegative Integer-Valued Random Variables
Expectation Moments Equalities
2010/2/26
We present and prove two theorems about equalities for the nth moment of nonnegative integer-valued random variables. These equalities generalize the well known equality for the first moment of a nonn...