Parameter estimation and diagnostic tests for INMA(1) processes

DOI10.1007/s11749-019-00653-7zbMath1460.62142OpenAlexW2932485726MaRDI QIDQ2177732

Christian H. Weiß, Boris Aleksandrov

Publication date: 6 May 2020

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-019-00653-7

zbMATH Keywords

overdispersionconfidence regionsautocorrelation structurediagnostic testscount time seriesINMA(1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Stationary stochastic processes (60G10) Diagnostics, and linear inference and regression (62J20)

Related Items (5)

Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Testing the dispersion structure of count time series using Pearson residuals ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes ⋮ Inference for bivariate integer-valued moving average models based on binomial thinning operation

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