Score statistics for testing serial dependence in count data

DOI10.1111/jtsa.12014zbMath1274.62558MaRDI QIDQ2852594

Jiajing Sun, B. P. M. McCabe

Publication date: 9 October 2013

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

Full work available at URL: https://doi.org/10.1111/jtsa.12014

zbMATH Keywords

Monte Carlo; score test; time series of counts; binomial thinning; INAR model; beta-binomial thinning; hypergeometric thinning; Poisson autoregressive models; random coefficient thinning; size and power properties

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M07: Non-Markovian processes: hypothesis testing

Related Items

Thinning-based models in the analysis of integer-valued time series: a review, Testing for INAR effects, SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT, A Poisson INAR(1) model with serially dependent innovations, Testing the dispersion structure of count time series using Pearson residuals, Model-based INAR bootstrap for forecasting INAR\((p)\) models

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