Goodness-of-fit testing of a count time series' marginal distribution

DOI10.1007/S00184-018-0674-ZzbMATH Open1394.60028OpenAlexW2884970650MaRDI QIDQ1669883FDOQ1669883

Authors: Christian H. Weiß 

Publication date: 4 September 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0674-z

Recommendations

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zbMATH Keywords

goodness-of-fit testasymptotic approximationestimated parameterscount time seriesquadratic-form distribution

Mathematics Subject Classification ID

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

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Cited In (16)

• A goodness-of-fit test for integer-valued autoregressive processes
• A goodness-of-fit test for Poisson count processes
• Title not available (Why is that?)
• Novel goodness-of-fit tests for binomial count time series
• Testing for an excessive number of zeros in time series of bounded counts
• Modelling and diagnostic tests for Poisson and negative-binomial count time series
• Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems
• On the theory of periodic multivariate INAR processes
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
• Testing the dispersion structure of count time series using Pearson residuals
• Tests for time series of counts based on the probability-generating function
• Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
• Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity

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