Portmanteau test for randomness in poisson data

DOI10.1080/03610910008813659MaRDI QIDQ4787644zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Generalized portmanteau statistics and tests of randomness
• A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series
• Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
• A new look at portmanteau tests
• Portmanteau tests for ARMA models with infinite variance

Cites work

• scientific article; zbMATH DE number 45877 (Why is no real title available?)
• scientific article; zbMATH DE number 52648 (Why is no real title available?)
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 824933 (Why is no real title available?)
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• Efficiency Lost By Analyzing Counts Rather Than Event Times in Poisson and Overdispersed Poisson Regression Models
• Generalized portmanteau statistics and tests of randomness
• On a measure of lack of fit in time series models
• Some robust exact results on sample autocorrelations and tests of randomness
• Survival analysis. Techniques for censored and truncated data
• Time series count data regression

Cited in

(1)

• Generalized portmanteau statistics and tests of randomness

This page was built for publication: Portmanteau test for randomness in poisson data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4787644)