Pages that link to "Item:Q1951135"

The following pages link to A goodness-of-fit test for Poisson count processes (Q1951135):

Displaying 24 items.

• Inference and testing for structural change in general Poisson autoregressive models (Q491391) (← links)
• Goodness-of-fit testing of a count time series' marginal distribution (Q1669883) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
• Checking model adequacy for count time series by using Pearson residuals (Q2196653) (← links)
• Testing the dispersion structure of count time series using Pearson residuals (Q2218618) (← links)
• New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
• A goodness-of-fit test for the multivariate Poisson distribution (Q2814284) (← links)
• Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)
• GOODNESS-OF-FIT TESTING FOR TWO-DIMENSIONAL POISSON PROCESSES WITH DISCONTINUOUS INTENSITY FUNCTION (Q2967825) (← links)
• A goodness-of-fit test for inhomogeneous spatial Poisson processes (Q3181923) (← links)
• Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions (Q3185985) (← links)
• A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes (Q3466887) (← links)
• (Q3580532) (← links)
• An overview of goodness-of-fit tests for the Poisson distribution (Q5013097) (← links)
• Test for Conditional Variance of Integer-Valued Time Series (Q5041354) (← links)
• Novel goodness-of-fit tests for binomial count time series (Q5044080) (← links)
• Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
• On count time series prediction (Q5220723) (← links)
• Tests for time series of counts based on the probability-generating function (Q5263982) (← links)
• Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)
• Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy (Q6616617) (← links)