Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
From MaRDI portal
Publication:6050679
DOI10.1080/10485252.2023.2175594OpenAlexW4319789784MaRDI QIDQ6050679
Unnamed Author, Bo Li, Unnamed Author, Xiao Hui Liu
Publication date: 19 September 2023
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2023.2175594
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62Gxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bootstrapping INAR models
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Discrete analogues of self-decomposability and stability
- Independence of partial autocorrelations for a classical immigration branching process
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- On a measure of lack of fit in time series models
- Asymptotic inference for nearly unstable INAR(1) models
- An Introduction to Discrete‐Valued Time Series
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
- Empirical likelihood inference for random coefficient INAR(p) process
- Bootstrap-based bias corrections for INAR count time series
- Goodness-of-fit tests for binomial AR(1) processes
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Count Time Series: A Methodological Review
