On Fisher's dispersion test for integer-valued autoregressive Poisson models with applications

DOI10.1080/03610926.2016.1228970zbMATH Open1380.37153OpenAlexW2529164127MaRDI QIDQ4598591FDOQ4598591

Authors: Sangyeol Lee, Siyun Park, Cathy W. S. Chen 

Publication date: 15 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1228970

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zbMATH Keywords

time seriesFisher's dispersion test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamical systems in optimization and economics (37N40)

Cited In (6)

• A goodness-of-fit test for integer-valued autoregressive processes
• Testing the compounding structure of the CP-INARCH model
• Testing for zero inflation and overdispersion in INAR(1) models
• Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence

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