Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

DOI10.1111/stan.12252OpenAlexW3175839394MaRDI QIDQ6067780

Boris Aleksandrov, Carsten Jentsch, Christian H. Weiß

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12252

zbMATH Keywords

bootstrapbivariate Poisson distributiondiagnostic testscount time seriesStein-Chen identityINARMA models

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

Cites Work

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