Testing for serial dependence in time series models of counts
From MaRDI portal
Publication:4431628
DOI10.1111/1467-9892.00293zbMath1022.62080OpenAlexW3124734845MaRDI QIDQ4431628
A. R. Tremayne, Robert C. Jung
Publication date: 22 October 2003
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00293
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Related Items
Estimation methods for a flexible INAR(1) COM-Poisson time series model ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Testing for INAR effects ⋮ Diagnostic checks for integer-valued autoregressive models using expected residuals ⋮ Analyzing the full BINMA time series process using a robust GQL approach ⋮ First order non-negative integer valued autoregressive processes with power series innovations ⋮ A Poisson INAR(1) model with serially dependent innovations ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Analysis of low count time series data by poisson autoregression ⋮ SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT ⋮ Binomial thinning models for integer time series ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Inference for INAR\((p)\) processes with signed generalized power series thinning operator ⋮ Score statistics for testing serial dependence in count data ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ Estimation in conditional first order autoregression with discrete support
Cites Work
- A Bayes procedure for the identification of univariate time series models
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Estimation in integer-valued moving average models
- Some ARMA models for dependent sequences of poisson counts
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Lorenz ranking of income distributions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item