Testing the dispersion structure of count time series using Pearson residuals

DOI10.1007/s10182-019-00356-2zbMath1457.62254OpenAlexW2971719233MaRDI QIDQ2218618

Boris Aleksandrov, Christian H. Weiß

Publication date: 15 January 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: http://link.springer.com/10.1007/s10182-019-00356-2

zbMATH Keywords

overdispersiondiagnostic testscount time seriesINARCH(1) modelINAR(1)standardized Pearson residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Diagnostics, and linear inference and regression (62J20)

Related Items (4)

On bivariate threshold Poisson integer-valued autoregressive processes ⋮ Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity ⋮ A study of binomial AR(1) process with an alternative generalized binomial thinning operator ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

Cites Work

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• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• An Introduction to Discrete‐Valued Time Series
• Univariate Discrete Distributions
• Some Limit Theorems for Stationary Processes
• Predictive Model Assessment for Count Data

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