Testing for serial dependence in time series models of counts

DOI10.1111/1467-9892.00293zbMath1022.62080OpenAlexW3124734845MaRDI QIDQ4431628

A. R. Tremayne, Robert C. Jung

Publication date: 22 October 2003

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00293

zbMATH Keywords

score testautocorrelationMonte-CarloINARMA model

Mathematics Subject Classification ID

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

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