Tests for time series of counts based on the probability-generating function

DOI10.1080/02331888.2014.979826zbMath1369.62229arXiv1410.6172OpenAlexW2062896399MaRDI QIDQ5263982

Simos G. Meintanis, Marie Hušková, Šárka Hudecová

Publication date: 20 July 2015

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6172

zbMATH Keywords

goodness-of-fit testPoisson autoregressionINAR modelempirical probability-generating function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (9)

Change Detection in INARCH Time Series of Counts ⋮ An empirical-likelihood-based structural-change test for INAR processes ⋮ Test for Conditional Variance of Integer-Valued Time Series ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function

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