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

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)

Recommendations

• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
• Testing for zero inflation and overdispersion in INAR(1) models
• Integer-valued autoregressive models for counts showing underdispersion
• Validation tests for the innovation distribution in INAR time series models
• A goodness-of-fit test for integer-valued autoregressive processes

Cited in

(6)

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

This page was built for publication: On Fisher's dispersion test for integer-valued autoregressive Poisson models with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4598591)