A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes

DOI10.1111/JTSA.12138zbMath1337.62198OpenAlexW1949246242MaRDI QIDQ3466887

Sebastian Schweer

Publication date: 25 January 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12138

zbMATH Keywords

probability generating functiongoodness-of-fit testparametric bootstrapdrift conditioninteger-valued time series

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Markov processes: hypothesis testing (62M02)

Related Items (10)

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 ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Testing for Poisson arrivals in INAR(1) processes ⋮ Bootstrapping INAR models ⋮ Modelling and diagnostic tests for Poisson and negative-binomial count time series ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression ⋮ Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes ⋮ Generalized Poisson integer-valued autoregressive processes with structural changes

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