Goodness-of-fit testing of a count time series' marginal distribution
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Publication:1669883
DOI10.1007/S00184-018-0674-ZzbMath1394.60028OpenAlexW2884970650MaRDI QIDQ1669883
Publication date: 4 September 2018
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-018-0674-z
asymptotic approximationgoodness-of-fit testestimated parameterscount time seriesquadratic-form distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Asymptotic properties of parametric tests (62F05)
Related Items (6)
Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems ⋮ Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ On the theory of periodic multivariate INAR processes ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
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