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On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications

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Publication:4598591
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DOI10.1080/03610926.2016.1228970zbMath1380.37153OpenAlexW2529164127MaRDI QIDQ4598591

Siyun Park, Cathy W. S. Chen, Sangyeol Lee

Publication date: 15 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1228970


zbMATH Keywords

time seriesFisher's dispersion test


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Dynamical systems in optimization and economics (37N40)


Related Items (3)

Testing the compounding structure of the CP-INARCH model ⋮ Robust estimation for zero-inflated poisson autoregressive models based on density power divergence ⋮ Residual-based CUSUM of squares test for Poisson integer-valued GARCH models







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