On the performance of information criteria for model identification of count time series

DOI10.1515/snde-2018-0012OpenAlexW2944472047WikidataQ127896196 ScholiaQ127896196MaRDI QIDQ2697066

Christian H. Weiß, Martin Feld

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2018-0012

zbMATH Keywords

model selectionAICBICcount processcorporate insolvencies

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (4)

Modelling heavy-tailedness in count time series ⋮ Forecasting overdispersed INAR(1) count time series with negative binomial marginal ⋮ Models for autoregressive processes of bounded counts: how different are they? ⋮ Two classes of dynamic binomial integer-valued ARCH models

Uses Software

• R

Cites Work

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• Model Selection and Multimodel Inference
• An Introduction to Discrete‐Valued Time Series
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• A new look at the statistical model identification

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