Tests for time series of counts based on the probability-generating function (Q5263982): Difference between revisions

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+Goodness-of-fit tests for long memory moving average marginal density
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+A goodness-of-fit test for GARCH innovation density
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+Goodness-of-fit testing under long memory
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+Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
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+Testing that a stationary time series is Gaussian
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+Normality testing for a long-memory sequence using the empirical moment generating function
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+Specification tests for the error distribution in GARCH models
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+A goodness-of-fit test for Poisson count processes
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+Misspecification Testing in a Class of Conditional Distributional Models
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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+Innovational Outliers in INAR(1) Models
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+Poisson Autoregression
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+Nonlinear Poisson autoregression
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+Some recent progress in count time series
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+A negative binomial integer-valued GARCH model
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+Interventions in INGARCH processes
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+Integer-Valued GARCH Process
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+Absolute regularity and ergodicity of Poisson count processes
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+On conditional least squares estimation for stochastic processes
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
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+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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+Relations between Weak and Uniform Convergence of Measures with Applications
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