Pages that link to "Item:Q3466887"
From MaRDI portal
The following pages link to A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887):
Displaying 15 items.
- Bootstrapping INAR models (Q61791) (← links)
- Testing for Poisson arrivals in INAR(1) processes (Q1694020) (← links)
- A goodness-of-fit test for Poisson count processes (Q1951135) (← links)
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression (Q2068888) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes (Q2338096) (← links)
- Score statistics for testing serial dependence in count data (Q2852594) (← links)
- Goodness-of-fit tests for autoregressive processes (Q4351573) (← links)
- On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications (Q4598591) (← links)
- Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- Change Detection in INARCH Time Series of Counts (Q5280076) (← links)
- Generalized Poisson integer-valued autoregressive processes with structural changes (Q5867695) (← links)
- An empirical-likelihood-based structural-change test for INAR processes (Q5887984) (← links)
- Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820) (← links)
