Novel goodness-of-fit tests for binomial count time series

DOI10.1080/02331888.2022.2134384zbMath1497.62225OpenAlexW4306377476MaRDI QIDQ5044080

Maxime Faymonville, Boris Aleksandrov, Carsten Jentsch, Christian H. Weiß

Publication date: 24 October 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2134384

zbMATH Keywords

factorial momentsdiagnostic testscount time seriesStein's identitybivariate binomial distributionbinomial AR(1) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Markov processes: hypothesis testing (62M02)

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