Portmanteau test for randomness in poisson data

DOI10.1080/03610910008813659zbMATH Open1008.62671OpenAlexW1972729265MaRDI QIDQ4787644FDOQ4787644

Authors: John C. Huber 

Publication date: 2000

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813659

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zbMATH Keywords

serial correlationcount datahomogeneityautocorrelation functiondiscrete random variable

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Time series count data regression
• Efficiency Lost By Analyzing Counts Rather Than Event Times in Poisson and Overdispersed Poisson Regression Models

Cited In (1)

• Generalized portmanteau statistics and tests of randomness

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