Validation tests for the innovation distribution in INAR time series models

DOI10.1007/s00180-014-0488-zzbMath1306.65102OpenAlexW1989948581MaRDI QIDQ2259784

Simos G. Meintanis, Dimitris Karlis

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0488-z

zbMATH Keywords

probability generating functiongoodness-of-fit testbinomial thinningINAR(\(m\)) model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (12)

Change Detection in INARCH Time Series of Counts ⋮ Test for Conditional Variance of Integer-Valued Time Series ⋮ Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros ⋮ Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Goodness-of-fit testing of a count time series' marginal distribution ⋮ Testing for zero inflation and overdispersion in INAR(1) models ⋮ Testing for Poisson arrivals in INAR(1) processes ⋮ Bootstrapping INAR models ⋮ Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model ⋮ Mixed Poisson INAR(1) processes

Cites Work

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