On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data

DOI10.1080/03610918.2018.1429618OpenAlexW2792167562MaRDI QIDQ5085982

Sangyeol Lee, Youngmi Lee

Publication date: 30 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2018.1429618

zbMATH Keywords

time series of countscausality testPoisson INGARCH model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Recent progress in parameter change test for integer-valued time series models

Cites Work

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• Parameter change test for zero-inflated generalized Poisson autoregressive models
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