Score statistics for testing serial dependence in count data

DOI10.1111/jtsa.12014zbMath1274.62558OpenAlexW1912766031MaRDI QIDQ2852594

Jiajing Sun, B. P. M. McCabe

Publication date: 9 October 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12014

zbMATH Keywords

Monte Carloscore testtime series of countsbinomial thinningINAR modelbeta-binomial thinninghypergeometric thinningPoisson autoregressive modelsrandom coefficient thinningsize and power properties

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (6)

Testing for INAR effects ⋮ Testing the dispersion structure of count time series using Pearson residuals ⋮ A Poisson INAR(1) model with serially dependent innovations ⋮ Model-based INAR bootstrap for forecasting INAR\((p)\) models ⋮ SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT ⋮ Thinning-based models in the analysis of integer-valued time series: a review

Cites Work

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• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• A note on Dean's overdispersion test
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Testing for serial dependence in time series models of counts

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