An alternative test for zero modification in the INAR(1) model with Poisson innovations
From MaRDI portal
Publication:6171531
DOI10.1080/03610918.2020.1869987OpenAlexW3120445917MaRDI QIDQ6171531
No author found.
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2020.1869987
Related Items (3)
Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ A new INAR model based on Poisson-BE2 innovations ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison
Cites Work
- Unnamed Item
- Unnamed Item
- Binomial approximation for sum of indicators with dependent neighborhoods
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Estimation in conditional first order autoregression with discrete support
- Asymptotic properties of sample quantiles of discrete distributions
- Discrete analogues of self-decomposability and stability
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Thinning operations for modeling time series of counts -- a survey
- Testing for zero inflation and overdispersion in INAR(1) models
- Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A Score Test for Zero Inflation in a Poisson Distribution
- A new and intuitive test for zero modification
- A Poisson INAR(1) process with a seasonal structure
- First‐order integer valued AR processes with zero inflated poisson innovations
- Count Data Distributions
This page was built for publication: An alternative test for zero modification in the INAR(1) model with Poisson innovations