Test for Conditional Variance of Integer-Valued Time Series
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Cites work
- A goodness-of-fit test for integer-valued autoregressive processes
- A goodness-of-fit test for Poisson count processes
- A negative binomial model for time series of counts
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- Correction to ``On weak dependence conditions for Poisson autoregressions
- Count and duration time series with equal conditional stochastic and mean orders
- Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
- Double Exponential Families and Their Use in Generalized Linear Regression
- Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
- Inference and testing for structural change in general Poisson autoregressive models
- Information criteria and statistical modeling.
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- Negative binomial time series models based on expectation thinning operators
- On weak dependence conditions for Poisson autoregressions
- Poisson QMLE of count time series models
- Quasi-likelihood inference for negative binomial time series models
- Testing for zero inflation and overdispersion in INAR(1) models
- Tests for time series of counts based on the probability-generating function
- Theory and inference for a class of nonlinear models with application to time series of counts
- Validation tests for the innovation distribution in INAR time series models
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