Testing for zero inflation and overdispersion in INAR(1) models (Q2423193)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for zero inflation and overdispersion in INAR(1) models |
scientific article |
Statements
Testing for zero inflation and overdispersion in INAR(1) models (English)
0 references
21 June 2019
0 references
It is observed that the marginal distribution of count data processes rarely follows a simple Poisson model in practice. In this example dispersion index or zero index can be computed if it is defined appropriately. Several tests on such indexes are defined. The definition of the model INAR(1) is given. Several examples are given to test it and to illustrate the application of these tests in practice.
0 references
discrete data models
0 references
overdispersion
0 references
zero-inflation
0 references
count data time series
0 references
dispersion index
0 references
zero indexes
0 references
0 references
0 references
0 references
0 references
0 references
