Wu, Rongning; Cao, Jiguo - In: Journal of Multivariate Analysis 102 (2011) 3, pp. 661-673
Time series of counts have a wide variety of applications in real life. Analyzing time series of counts requires accommodations for serial dependence, discreteness, and overdispersion of data. In this paper, we extend blockwise empirical likelihood (Kitamura, 1997 [15]) to the analysis of time...