Testing for INAR effects

DOI10.1080/03610918.2018.1530784zbMath1489.62283OpenAlexW2914416709MaRDI QIDQ5083893

Rolf Larsson

Publication date: 21 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2018.1530784

zbMATH Keywords

likelihood ratio testINAR model

Mathematics Subject Classification ID

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

Cites Work

• A likelihood ratio type test for invertibility in moving average processes
• Thinning operations for modeling time series of counts -- a survey
• Score statistics for testing serial dependence in count data
• Constrained Statistical Inference
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• An ergodic theorem for iterated maps
• Testing for serial dependence in time series models of counts
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Thinning-based models in the analysis of integer-valued time series: a review

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