Goodness-of-fit tests for binomial AR(1) processes

DOI10.1080/02331888.2014.974606zbMath1369.62230OpenAlexW1988507709MaRDI QIDQ5263981

Christian H. Weiß, Hee-Young Kim

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.974606

zbMATH Keywords

Bartlett's formulabeta-binomial AR(1) processbinomial AR(1) processQuenouille's testspower-divergence test statisticsbinomial AR(2) process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (9)

Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Goodness-of-fit testing of a count time series' marginal distribution ⋮ Asymptotic behaviour of the portmanteau tests in an integer-valued AR model ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ Statistical inference for the covariates-driven binomial AR(1) process ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion ⋮ A new binomial autoregressive process with explanatory variables

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