Goodness-of-fit tests for binomial AR(1) processes

DOI10.1080/02331888.2014.974606MaRDI QIDQ5263981zbMATHOpenAlexFDO

Authors Christian H. Weiß, Hee-Young Kim

Publication date 20 July 2015

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2014.974606

zbMATH Keywords

Bartlett's formulabeta-binomial AR(1) processbinomial AR(1) processQuenouille's testspower-divergence test statisticsbinomial AR(2) process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Analysis of low count time series data by poisson autoregression
• Bartlett's formula for a general class of nonlinear processes
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Chain binomial models and binomial autoregressive processes
• Diagnostic checks for integer-valued autoregressive models using expected residuals
• Discrete analogues of self-decomposability and stability
• Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• Independence of partial autocorrelations for a classical immigration branching process
• Inference in binomial AR(1) models
• Monitoring correlated processes with binomial marginals
• On Bartlett’s Formula for Non‐linear Processes
• On the distribution of quadratic forms in normal random variables
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
• Quenouille-type theorem on autocorrelations
• Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics
• Time series: theory and methods.

Cited in

(14)

• scientific article; zbMATH DE number 5280142 (Why is no real title available?)
• Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• A new binomial autoregressive process with explanatory variables
• Change-point analysis for binomial autoregressive model with application to price stability counts
• Novel goodness-of-fit tests for binomial count time series
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• Statistical inference for the covariates-driven binomial AR(1) process
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• Goodness-of-fit testing of a count time series' marginal distribution
• Thinning-based models in the analysis of integer-valued time series: a review
• Goodness-of-fit tests for autoregressive processes
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
• Extended binomial AR(1) processes with generalized binomial thinning operator

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