Portmanteau test for randomness in poisson data

DOI10.1080/03610910008813659zbMath1008.62671OpenAlexW1972729265MaRDI QIDQ4787644

John C. Huber

Publication date: 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813659

zbMATH Keywords

count datahomogeneityserial correlationautocorrelation functiondiscrete random variable

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Some robust exact results on sample autocorrelations and tests of randomness
• Survival analysis. Techniques for censored and truncated data
• Generalized portmanteau statistics and tests of randomness
• On a measure of lack of fit in time series models
• Efficiency Lost By Analyzing Counts Rather Than Event Times in Poisson and Overdispersed Poisson Regression Models
• Time series count data regression
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