Modelling and diagnostic tests for Poisson and negative-binomial count time series

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Asymptotic properties of parametric tests (62F05)

Cites Work

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Bootstrapping INAR models
Testing for the bivariate Poisson distribution
On weak dependence conditions: the case of discrete valued processes
Serial dependence and regression of Poisson INARMA models
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
Discrete analogues of self-decomposability and stability
On characterization and goodness-of-fit test of some discrete distribution families
The diagonal multivariate natural exponential families and their classification
Recent and classical goodness-of-fit tests for the Poisson distribution
Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
Goodness-of-fit testing of a count time series' marginal distribution
Testing for Poisson arrivals in INAR(1) processes
Thinning operations for modeling time series of counts -- a survey
Characterizations of non-normalized discrete probability distributions and their application in statistics
A negative-binomial index considering dispersion and zero probability
Validation tests for the innovation distribution in INAR time series models
Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
On a flexible construction of a negative binomial model
Testing for zero inflation and overdispersion in INAR(1) models
On goodness of fit tests for the Poisson, negative binomial and binomial distributions
Stein's method meets computational statistics: a review of some recent developments
Robust Statistical Engineering by Means of Scaled Bregman Distances
Moment identity for discrete random variable and its applications
A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes
An integer-valued pth-order autoregressive structure (INAR(p)) process
First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
Integer-valued moving average (INMA) process
First order autoregressive time series with negative binomial and geometric marginals
Tests of fit for discrete distributions based on the probability generating function
An Introduction to Discrete‐Valued Time Series
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Negative Binomial Autoregressive Process with Stochastic Intensity
A Class of Distributions Applicable to Accidents
Some results for dams with Markovian inputs
Univariate Discrete Distributions
Some Limit Theorems for Stationary Processes
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

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