Testing for Poisson arrivals in INAR(1) processes

DOI10.1007/s11749-015-0466-yzbMath1382.62047OpenAlexW2290640940MaRDI QIDQ1694020

Sebastian Schweer, Christian H. Weiß

Publication date: 1 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0466-y

zbMATH Keywords

time reversibilityINAR(1) modeljoint cumulantsgeneralized autocovarianceskewness index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Related Items (6)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Bias-correction of some estimators in the INAR(1) process ⋮ Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity ⋮ Two-step conditional least squares estimation in ADCINAR(1) process, revisited ⋮ Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators

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