Score statistics for testing serial dependence in count data

DOI10.1111/JTSA.12014MaRDI QIDQ2852594zbMATH OpenOpenAlexFDO

Authors Jiajing Sun, Brendan McCabe

Publication date 9 October 2013

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12014

zbMATH Keywords

beta-binomial thinningbinomial thinninghypergeometric thinningINAR modelMonte CarloPoisson autoregressive modelsrandom coefficient thinningscore testsize and power propertiestime series of counts

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

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Cites work

• A note on Dean's overdispersion test
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• scientific article; zbMATH DE number 877218 (Why is no real title available?)
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Testing for serial dependence in time series models of counts

Cited in

(12)

• Rank statistics for serial dependence
• Testing the dispersion structure of count time series using Pearson residuals
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• Testing for serial dependence in time series models of counts
• A Poisson INAR(1) model with serially dependent innovations
• Thinning-based models in the analysis of integer-valued time series: a review
• Testing for INAR effects
• Semiparametric independence testing for time series of counts and the role of the support
• Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
• Confidence distributions for the INAR parameter
• Score-based bootstrap test for serial dependence in count time series
• Adjusted-range-based self-normalized autocorrelation tests

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