A goodness-of-fit test for Poisson count processes

DOI10.1214/13-EJS790zbMath1327.62455OpenAlexW2071194116MaRDI QIDQ1951135

Konstantinos Fokianos, Michael H. Neumann

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1364220671

zbMATH Keywords

ergodicitylocal alternativesgoodness-of-fit testautoregressioninteger-valued processesconditional mean

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Bootstrap, jackknife and other resampling methods (62F40) Non-Markovian processes: hypothesis testing (62M07)

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