Goodness-of-fit tests for binomial AR(1) processes
DOI10.1080/02331888.2014.974606zbMATH Open1369.62230OpenAlexW1988507709MaRDI QIDQ5263981FDOQ5263981
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
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- Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
Cited In (14)
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Novel goodness-of-fit tests for binomial count time series
- Goodness-of-fit testing of a count time series' marginal distribution
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Title not available (Why is that?)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- Thinning-based models in the analysis of integer-valued time series: a review
- Extended binomial AR(1) processes with generalized binomial thinning operator
- Statistical inference for the covariates-driven binomial AR(1) process
- 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
- Goodness-of-fit tests for autoregressive processes
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