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Modelling and diagnostic tests for Poisson and negative-binomial count time series - MaRDI portal

Modelling and diagnostic tests for Poisson and negative-binomial count time series (Q6618820)

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scientific article; zbMATH DE number 7926269
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English
Modelling and diagnostic tests for Poisson and negative-binomial count time series
scientific article; zbMATH DE number 7926269

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    Modelling and diagnostic tests for Poisson and negative-binomial count time series (English)
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    15 October 2024
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    bivariate negative-binomial distribution
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    count time series
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    diagnostic tests
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    iterated thinning
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    NB-IINAR(1) model
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    Stein identity
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