Goodness-of-fit testing of a count time series' marginal distribution
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Cites work
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 3911472 (Why is no real title available?)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Absolute regularity and ergodicity of Poisson count processes
- An Introduction to Discrete‐Valued Time Series
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Chain binomial models and binomial autoregressive processes
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Discrete analogues of self-decomposability and stability
- First order autoregressive time series with negative binomial and geometric marginals
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
- Goodness-of-fit statistics for discrete multivariate data
- Goodness-of-fit tests for binomial AR(1) processes
- Hidden Markov Models for Time Series
- Integer-Valued GARCH Process
- On the distribution of quadratic forms in normal random variables
- On the time-reversibility of integer-valued autoregressive processes of general order
- Robust Statistical Engineering by Means of Scaled Bregman Distances
- STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
- Serial dependence and regression of Poisson INARMA models
- Serial dependence of NDARMA processes
- Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics
- Some Limit Theorems for Stationary Processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- The effect of dependence on chi squared tests of fit
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Useful models for time series of counts or simply wrong ones?
- Validation tests for the innovation distribution in INAR time series models
Cited in
(16)- Testing the dispersion structure of count time series using Pearson residuals
- Novel goodness-of-fit tests for binomial count time series
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- Testing for an excessive number of zeros in time series of bounded counts
- Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Tests for time series of counts based on the probability-generating function
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- A goodness-of-fit test for Poisson count processes
- On the theory of periodic multivariate INAR processes
- A goodness-of-fit test for integer-valued autoregressive processes
- Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems
- scientific article; zbMATH DE number 5769847 (Why is no real title available?)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
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